+58.3%
DLR vs TRI
-19.2%
+77.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.6% | 0.0% |
| 7D | +2.9% | -8.4% | +11.3% | +3.7% |
| 30D | -1.2% | -6.5% | +5.3% | -0.7% |
| 3M | +2.9% | +18.6% | -15.7% | -0.3% |
| 6M | +6.7% | -10.4% | +17.1% | +8.2% |
| YTD | +23.9% | -23.7% | +47.6% | +32.9% |
| 1Y | +18.6% | -42.5% | +61.1% | +40.8% |
| All | +58.3% | -19.2% | +77.5% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 3y: compounded portfolio wealth divided by compounded TRI 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…
3y analysis · Full analysis span regression · 6 months rolling