+87.7%
DLR vs SITM
+3,319.5%
-3,231.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.5% | +3.6% | -1.2% |
| 7D | +3.3% | +6.6% | -3.3% | +2.5% |
| 30D | +4.6% | -15.3% | +19.9% | +6.1% |
| 3M | -8.3% | -35.4% | +27.1% | -4.3% |
| 6M | -5.6% | -46.8% | +41.2% | -0.5% |
| YTD | +18.7% | +25.9% | -7.1% | +10.5% |
| 1Y | +17.1% | +54.0% | -36.9% | +5.9% |
| 3Y | +54.4% | +315.6% | -261.2% | +16.6% |
| 5Y | +36.5% | +74.4% | -38.0% | +6.3% |
| All | +87.7% | +3,319.5% | -3,231.9% | +1.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling