+32.3%
DLR vs S
-67.4%
+99.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | -3.6% | -13.4% | +9.8% | -1.8% |
| 30D | -3.5% | -14.0% | +10.5% | -1.7% |
| 3M | -8.9% | +4.9% | -13.8% | -10.0% |
| 6M | -11.6% | +42.0% | -53.6% | -16.5% |
| YTD | +14.9% | +45.1% | -30.2% | +7.4% |
| 1Y | +6.4% | +33.1% | -26.6% | +0.4% |
| 3Y | +47.3% | +40.6% | +6.6% | +33.4% |
| All | +32.3% | -67.4% | +99.7% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling