+42.1%
DLR vs USFR
+20.4%
+21.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | -1.2% | +0.3% | -1.4% | -1.1% |
| 3M | +2.9% | +1.0% | +1.9% | +3.3% |
| 6M | +6.7% | +1.9% | +4.7% | +7.3% |
| YTD | +23.9% | +2.7% | +21.2% | +24.6% |
| 1Y | +18.6% | +4.0% | +14.7% | +19.4% |
| 3Y | +59.7% | +14.0% | +45.6% | +74.6% |
| 5Y | +42.1% | +20.4% | +21.6% | +92.8% |
| All | +42.1% | +20.4% | +21.6% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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