+120.8%
DLR vs USHY
+50.7%
+70.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +3.4% | 0.0% | +3.4% | +3.4% |
| 30D | -2.2% | 0.0% | -2.2% | -2.2% |
| 3M | +4.7% | +1.2% | +3.6% | +2.8% |
| 6M | +9.0% | +2.6% | +6.4% | +4.7% |
| YTD | +24.1% | +2.4% | +21.7% | +19.6% |
| 1Y | +20.9% | +4.2% | +16.7% | +13.3% |
| 3Y | +60.0% | +28.0% | +32.0% | +9.2% |
| 5Y | +35.3% | +21.8% | +13.5% | 0.0% |
| All | +120.8% | +50.7% | +70.1% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 all: compounded portfolio wealth divided by compounded USHY 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…
all analysis · Full analysis span regression · 6 months rolling