+39.1%
DLR vs TPR
+223.9%
-184.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +5.0% | -1.1% | +6.2% | +5.3% |
| 30D | +3.0% | +15.1% | -12.1% | -0.5% |
| 3M | -6.3% | -13.4% | +7.1% | -3.8% |
| 6M | -4.8% | +1.4% | -6.1% | -6.2% |
| YTD | +21.0% | +4.8% | +16.2% | +17.4% |
| 1Y | +15.1% | +29.2% | -14.0% | +6.0% |
| 3Y | +56.0% | +403.7% | -347.7% | -1.2% |
| 5Y | +39.1% | +230.8% | -191.7% | -8.7% |
| All | +39.1% | +223.9% | -184.8% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling