+17.1%
DLR vs S
+30.9%
-13.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | +3.3% | +2.0% | +1.3% | +3.2% |
| 30D | +4.6% | -2.7% | +7.3% | +4.8% |
| 3M | -8.3% | -6.9% | -1.4% | -7.5% |
| 6M | -5.6% | +38.1% | -43.7% | -4.2% |
| YTD | +18.7% | +48.0% | -29.3% | +19.3% |
| 1Y | +17.1% | +34.5% | -17.4% | +16.4% |
| All | +17.1% | +30.9% | -13.8% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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