+19.0%
DLR vs SM
+36.8%
-17.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.1% |
| 7D | +1.6% | -0.5% | +2.1% | +1.5% |
| 30D | -3.4% | +25.6% | -28.9% | -2.0% |
| 3M | +0.5% | +8.0% | -7.5% | +1.3% |
| 6M | +4.6% | +50.8% | -46.2% | +4.3% |
| YTD | +23.4% | +97.9% | -74.5% | +19.5% |
| 1Y | +19.0% | +33.8% | -14.8% | +19.9% |
| All | +19.0% | +36.8% | -17.7% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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