+4.0%
DLR vs Q
+77.9%
-73.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.9% | -3.5% | +2.2% |
| 7D | +2.4% | +8.4% | -6.1% | +0.9% |
| 30D | +0.7% | -1.2% | +1.9% | +0.7% |
| 3M | -6.4% | -9.3% | +2.9% | -5.5% |
| 6M | -6.5% | -15.0% | +8.5% | -5.6% |
| YTD | +18.8% | +53.5% | -34.7% | +9.9% |
| 1Y | +9.0% | +35.9% | -26.8% | +1.6% |
| All | +4.0% | +77.9% | -73.9% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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