+9.7%
DLR vs MET
+25.8%
-16.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.2% |
| 7D | -1.3% | -2.5% | +1.2% | -0.8% |
| 30D | -2.9% | 0.0% | -2.8% | -2.9% |
| 3M | +3.2% | +13.1% | -9.8% | +0.3% |
| 6M | +3.9% | +39.0% | -35.1% | -2.4% |
| YTD | +21.4% | +25.2% | -3.8% | +14.8% |
| 1Y | +9.7% | +25.6% | -16.0% | +3.5% |
| All | +9.7% | +25.8% | -16.1% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 1y: compounded portfolio wealth divided by compounded MET 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…
1y analysis · Full analysis span regression · 6 months rolling