+3,617.4%
DLR vs SIRI
-6.7%
+3,624.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.7% |
| 7D | +3.4% | +4.3% | -0.9% | +2.9% |
| 30D | -2.2% | -2.8% | +0.6% | -2.0% |
| 3M | +4.7% | +5.9% | -1.2% | +3.9% |
| 6M | +9.0% | +31.9% | -22.9% | +5.4% |
| YTD | +24.1% | +48.7% | -24.5% | +18.2% |
| 1Y | +20.9% | +23.2% | -2.3% | +17.5% |
| 3Y | +60.0% | -23.9% | +83.9% | +59.9% |
| 5Y | +35.3% | -43.4% | +78.7% | +37.1% |
| 10Y | +165.8% | -13.6% | +179.4% | +155.7% |
| All | +3,617.4% | -6.7% | +3,624.1% | +3,394.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling