+54.5%
DLR vs RF
+115.2%
-60.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.2% | +1.2% | +2.9% |
| 7D | +2.4% | -0.1% | +2.5% | +2.4% |
| 30D | +0.7% | +7.0% | -6.3% | -0.8% |
| 3M | -6.4% | -7.0% | +0.6% | -4.9% |
| 6M | -6.5% | +6.8% | -13.3% | -8.1% |
| YTD | +18.8% | +9.9% | +8.9% | +15.5% |
| 1Y | +9.0% | +21.1% | -12.1% | +3.4% |
| 3Y | +54.5% | +119.6% | -65.1% | +26.7% |
| All | +54.5% | +115.2% | -60.7% | +26.7% |
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