+60.0%
DLR vs SM
-2.8%
+62.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | +0.4% |
| 7D | +3.4% | -0.2% | +3.6% | +3.4% |
| 30D | -2.2% | +31.5% | -33.7% | -3.7% |
| 3M | +4.7% | +17.3% | -12.6% | +3.6% |
| 6M | +9.0% | +48.5% | -39.5% | +4.8% |
| YTD | +24.1% | +106.3% | -82.1% | +14.5% |
| 1Y | +20.9% | +47.3% | -26.4% | +15.8% |
| 3Y | +60.0% | -1.4% | +61.5% | +50.4% |
| All | +60.0% | -2.8% | +62.8% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling