-13.3%
F vs DLR
+39.4%
-52.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | -2.1% | -2.0% | -0.1% | -1.5% |
| 30D | +3.3% | +0.5% | +2.8% | +2.9% |
| 3M | -11.3% | -4.4% | -6.9% | -10.2% |
| 6M | +5.3% | -6.4% | +11.8% | +6.9% |
| YTD | -2.2% | +19.5% | -21.7% | -10.5% |
| 1Y | -3.5% | +10.5% | -14.1% | -8.9% |
| 3Y | +49.5% | +54.0% | -4.5% | +17.6% |
| All | -13.3% | +39.4% | -52.7% | -35.8% |
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