+13.0%
DLR vs SM
+70.4%
-57.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -15.3% | +17.9% | +1.1% |
| 7D | +2.8% | -21.5% | +24.3% | +0.8% |
| 30D | +2.8% | -11.4% | +14.2% | +2.0% |
| 3M | -4.0% | +0.6% | -4.6% | -3.5% |
| 6M | -5.6% | +0.2% | -5.8% | -4.9% |
| YTD | +21.9% | +69.7% | -47.7% | +19.0% |
| 1Y | +13.0% | +71.6% | -58.5% | +9.7% |
| All | +13.0% | +70.4% | -57.4% | +9.7% |
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