+44.6%
DLR vs SNY
+9.4%
+35.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +0.1% | -3.3% | +3.4% | +0.6% |
| 30D | -4.3% | -2.2% | -2.2% | -4.0% |
| 3M | +3.8% | -3.0% | +6.9% | +4.2% |
| 6M | +5.8% | +2.7% | +3.1% | +5.3% |
| YTD | +23.5% | -6.8% | +30.4% | +24.5% |
| 1Y | +11.1% | -5.3% | +16.3% | +11.6% |
| 3Y | +57.9% | -9.8% | +67.7% | +58.2% |
| All | +44.6% | +9.4% | +35.1% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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