+41.5%
DLR vs SITM
+176.0%
-134.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.2% |
| 7D | -1.3% | +4.8% | -6.1% | -1.9% |
| 30D | -2.9% | -9.7% | +6.9% | -1.8% |
| 3M | +3.2% | -9.3% | +12.6% | +3.0% |
| 6M | +3.9% | +69.5% | -65.6% | -6.3% |
| YTD | +21.4% | +70.5% | -49.1% | +8.6% |
| 1Y | +9.7% | +145.3% | -135.6% | -7.9% |
| 3Y | +56.5% | +432.8% | -376.3% | +10.8% |
| 5Y | +41.5% | +174.0% | -132.5% | -0.8% |
| All | +41.5% | +176.0% | -134.5% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling