+41.5%
DLR vs TRI
-11.1%
+52.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.7% |
| 7D | -1.3% | -14.4% | +13.1% | +2.0% |
| 30D | -2.9% | -8.1% | +5.3% | -1.4% |
| 3M | +3.2% | +17.5% | -14.3% | -2.7% |
| 6M | +3.9% | -5.0% | +8.8% | +3.5% |
| YTD | +21.4% | -24.7% | +46.1% | +33.1% |
| 1Y | +9.7% | -41.5% | +51.2% | +36.2% |
| 3Y | +56.5% | -20.3% | +76.9% | +53.8% |
| 5Y | +41.5% | -10.9% | +52.4% | +21.8% |
| All | +41.5% | -11.1% | +52.7% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling