+38.5%
DLR vs MET
+86.5%
-48.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.5% | -0.1% | +2.3% |
| 7D | +2.4% | +1.3% | +1.0% | +2.0% |
| 30D | +0.7% | +4.0% | -3.3% | -0.5% |
| 3M | -6.4% | +4.6% | -11.0% | -7.9% |
| 6M | -6.5% | +32.8% | -39.3% | -15.0% |
| YTD | +18.8% | +32.3% | -13.5% | +7.7% |
| 1Y | +9.0% | +37.1% | -28.1% | -2.4% |
| 3Y | +54.5% | +86.8% | -32.3% | +21.3% |
| All | +38.5% | +86.5% | -48.0% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling