+58.3%
DLR vs SEI
+597.1%
-538.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.8% | -6.0% | -0.8% |
| 7D | +2.9% | +28.2% | -25.3% | +0.4% |
| 30D | -1.2% | +15.5% | -16.6% | -2.7% |
| 3M | +2.9% | -1.4% | +4.3% | +2.0% |
| 6M | +6.7% | +37.4% | -30.7% | +1.6% |
| YTD | +23.9% | +47.8% | -24.0% | +16.5% |
| 1Y | +18.6% | +174.3% | -155.7% | +4.3% |
| All | +58.3% | +597.1% | -538.8% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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