+34.3%
DLR vs M
+27.3%
+7.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | 0.0% |
| 7D | +1.6% | +4.7% | -3.2% | +1.1% |
| 30D | -3.4% | -9.6% | +6.3% | -2.3% |
| 3M | +0.5% | +0.9% | -0.3% | +0.2% |
| 6M | +4.6% | +22.3% | -17.7% | +1.9% |
| YTD | +23.4% | +6.5% | +16.9% | +21.9% |
| 1Y | +19.0% | +38.8% | -19.7% | +13.8% |
| 3Y | +56.5% | +115.9% | -59.4% | +38.2% |
| All | +34.3% | +27.3% | +7.0% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded M wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling