+20.9%
DLR vs S
+4.5%
+16.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.6% |
| 7D | +3.4% | -5.8% | +9.2% | +3.5% |
| 30D | -2.2% | -9.2% | +7.0% | -2.0% |
| 3M | +4.7% | +23.4% | -18.6% | +4.4% |
| 6M | +9.0% | +36.9% | -27.9% | +8.0% |
| YTD | +24.1% | +29.5% | -5.4% | +22.9% |
| 1Y | +20.9% | +5.4% | +15.5% | +22.2% |
| All | +20.9% | +4.5% | +16.5% | +22.2% |
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