+13.0%
DLR vs P
+19.7%
-6.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.0% | +7.6% | +2.9% |
| 7D | +2.8% | -19.4% | +22.2% | +4.3% |
| 30D | +2.8% | -22.3% | +25.1% | +4.5% |
| 3M | -4.0% | +33.2% | -37.2% | -5.1% |
| 6M | -5.6% | +53.6% | -59.2% | -7.6% |
| YTD | +21.9% | +66.8% | -44.8% | +18.4% |
| 1Y | +13.0% | +17.5% | -4.5% | +8.5% |
| All | +13.0% | +19.7% | -6.7% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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