+35.3%
DLR vs SFM
+219.5%
-184.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.1% | +1.3% |
| 7D | +3.4% | -5.8% | +9.2% | +4.0% |
| 30D | -2.2% | -11.4% | +9.1% | -1.0% |
| 3M | +4.7% | -12.2% | +16.9% | +5.9% |
| 6M | +9.0% | -5.2% | +14.2% | +8.7% |
| YTD | +24.1% | -4.5% | +28.6% | +23.4% |
| 1Y | +20.9% | -45.4% | +66.3% | +29.3% |
| 3Y | +60.0% | +91.1% | -31.1% | +42.1% |
| 5Y | +35.3% | +226.8% | -191.5% | +12.3% |
| All | +35.3% | +219.5% | -184.2% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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