+19.0%
DLR vs TDY
+11.8%
+7.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.2% |
| 7D | +1.6% | -1.8% | +3.4% | +2.1% |
| 30D | -3.4% | -10.7% | +7.3% | -0.5% |
| 3M | +0.5% | -1.3% | +1.8% | +0.8% |
| 6M | +4.6% | -10.6% | +15.1% | +6.8% |
| YTD | +23.4% | +19.6% | +3.9% | +17.0% |
| 1Y | +19.0% | +11.6% | +7.4% | +14.1% |
| All | +19.0% | +11.8% | +7.3% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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