+41.5%
DLR vs SIRI
-42.5%
+84.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.1% |
| 7D | -1.3% | -3.0% | +1.7% | -1.0% |
| 30D | -2.9% | +1.3% | -4.1% | -3.0% |
| 3M | +3.2% | +5.6% | -2.4% | +2.4% |
| 6M | +3.9% | +35.2% | -31.3% | +0.3% |
| YTD | +21.4% | +49.1% | -27.6% | +15.8% |
| 1Y | +9.7% | +26.8% | -17.1% | +6.3% |
| 3Y | +56.5% | -23.7% | +80.2% | +55.5% |
| 5Y | +41.5% | -41.8% | +83.3% | +48.8% |
| All | +41.5% | -42.5% | +84.0% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling