+7.9%
DLR vs SW
+25.8%
-17.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -5.2% |
| 7D | -4.5% | +4.7% | -9.2% | -5.4% |
| 30D | -5.4% | +5.0% | -10.4% | -6.4% |
| 3M | -9.8% | -7.3% | -2.4% | -8.6% |
| 6M | -10.0% | +15.0% | -25.0% | -12.4% |
| YTD | +15.2% | +18.5% | -3.3% | +11.7% |
| 1Y | +7.9% | +27.1% | -19.2% | +4.3% |
| All | +7.9% | +25.8% | -17.9% | +4.3% |
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