+47.3%
DLR vs RF
+104.8%
-57.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -3.6% | -0.9% | -2.7% | -3.4% |
| 30D | -3.5% | +6.0% | -9.5% | -4.8% |
| 3M | -8.9% | -8.9% | 0.0% | -7.0% |
| 6M | -11.6% | +2.3% | -13.9% | -12.2% |
| YTD | +14.9% | +7.6% | +7.3% | +12.2% |
| 1Y | +6.4% | +21.2% | -14.7% | +0.8% |
| 3Y | +47.3% | +108.5% | -61.3% | +21.2% |
| All | +47.3% | +104.8% | -57.6% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 3y: compounded portfolio wealth divided by compounded RF 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…
3y analysis · Full analysis span regression · 6 months rolling