+13.0%
DLR vs SITM
+47.5%
-34.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -9.4% | +11.9% | +3.3% |
| 7D | +2.8% | -19.5% | +22.4% | +4.5% |
| 30D | +2.8% | -43.2% | +46.0% | +7.2% |
| 3M | -4.0% | -30.8% | +26.8% | -1.5% |
| 6M | -5.6% | -28.6% | +23.0% | -4.7% |
| YTD | +21.9% | +14.2% | +7.8% | +16.0% |
| 1Y | +13.0% | +44.4% | -31.4% | +4.8% |
| All | +13.0% | +47.5% | -34.5% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling