+96.2%
DLR vs SITM
+4,507.3%
-4,411.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.8% |
| 7D | +3.4% | +8.4% | -5.0% | +2.4% |
| 30D | -2.2% | -17.4% | +15.2% | -0.2% |
| 3M | +4.7% | -9.8% | +14.6% | +4.6% |
| 6M | +9.0% | +83.0% | -74.0% | -1.6% |
| YTD | +24.1% | +69.6% | -45.4% | +12.3% |
| 1Y | +20.9% | +144.9% | -124.0% | +3.5% |
| 3Y | +60.0% | +429.9% | -369.8% | +18.1% |
| 5Y | +35.3% | +169.2% | -133.9% | +0.5% |
| All | +96.2% | +4,507.3% | -4,411.1% | +3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling