+450.0%
DLR vs SFM
+44.5%
+405.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.3% | -0.2% |
| 7D | -2.0% | -7.1% | +5.0% | -1.3% |
| 30D | +0.5% | -21.4% | +21.9% | +2.4% |
| 3M | -4.4% | -40.1% | +35.7% | 0.0% |
| 6M | -6.4% | -38.0% | +31.6% | -2.9% |
| YTD | +19.5% | -36.5% | +56.0% | +23.2% |
| 1Y | +10.5% | -35.2% | +45.7% | +13.6% |
| 3Y | +54.0% | +23.5% | +30.5% | +45.5% |
| 5Y | +39.7% | +109.7% | -70.0% | +23.0% |
| 10Y | +189.5% | +132.6% | +57.0% | +145.4% |
| All | +450.0% | +44.5% | +405.5% | +375.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling