+20.9%
DLR vs TPR
+12.7%
+8.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +1.1% |
| 7D | +3.4% | -3.4% | +6.8% | +3.9% |
| 30D | -2.2% | -27.3% | +25.1% | +2.5% |
| 3M | +4.7% | -16.2% | +21.0% | +6.5% |
| 6M | +9.0% | -17.9% | +26.9% | +10.9% |
| YTD | +24.1% | -7.1% | +31.3% | +24.8% |
| 1Y | +20.9% | +13.6% | +7.3% | +19.1% |
| All | +20.9% | +12.7% | +8.2% | +19.1% |
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