+13.0%
DLR vs SW
+29.5%
-16.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.5% | +1.7% |
| 7D | +2.8% | +12.1% | -9.2% | +0.5% |
| 30D | +2.8% | +6.6% | -3.8% | +1.4% |
| 3M | -4.0% | -6.0% | +2.0% | -3.0% |
| 6M | -5.6% | +21.5% | -27.1% | -8.9% |
| YTD | +21.9% | +20.3% | +1.6% | +17.7% |
| 1Y | +13.0% | +28.1% | -15.1% | +9.0% |
| All | +13.0% | +29.5% | -16.5% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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