+10.4%
DLR vs TPR
+30.9%
-20.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | +0.3% | +12.1% | -11.7% | -1.3% |
| 30D | +1.2% | +16.7% | -15.5% | -1.1% |
| 3M | -4.8% | -17.4% | +12.6% | -1.6% |
| 6M | -6.1% | +2.3% | -8.4% | -7.7% |
| YTD | +19.3% | +7.1% | +12.2% | +16.8% |
| All | +10.4% | +30.9% | -20.5% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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