+53.9%
F vs DLR
+33.9%
+20.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.3% |
| 7D | +5.3% | +1.6% | +3.8% | +4.7% |
| 30D | +4.6% | -3.4% | +7.9% | +5.8% |
| 3M | -3.7% | +0.5% | -4.2% | -4.5% |
| 6M | +16.8% | +4.6% | +12.3% | +13.8% |
| YTD | +15.3% | +23.4% | -8.1% | +4.9% |
| 1Y | +31.0% | +19.0% | +12.0% | +20.4% |
| 3Y | +45.4% | +56.5% | -11.1% | +14.8% |
| All | +53.9% | +33.9% | +20.1% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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