+58.3%
DLR vs SIRI
-24.2%
+82.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | +2.9% | -3.9% | +6.8% | +3.3% |
| 30D | -1.2% | -0.8% | -0.3% | -1.1% |
| 3M | +2.9% | +4.3% | -1.4% | +2.2% |
| 6M | +6.7% | +34.1% | -27.4% | +3.1% |
| YTD | +23.9% | +47.3% | -23.4% | +18.3% |
| 1Y | +18.6% | +22.9% | -4.3% | +15.3% |
| All | +58.3% | -24.2% | +82.5% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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