+32.3%
DLR vs RF
+42.5%
-10.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.9% |
| 3M | -8.9% | -8.9% | 0.0% | -6.8% |
| 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% | +0.7% |
| 3Y | +47.3% | +108.5% | -61.3% | +19.0% |
| All | +32.3% | +42.5% | -10.2% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling