+1,027.6%
FIX vs DLR
+35.0%
+992.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.2% |
| 7D | +9.4% | +3.3% | +6.1% | +7.4% |
| 30D | -27.8% | +4.6% | -32.4% | -29.6% |
| 3M | -35.6% | -8.3% | -27.3% | -32.0% |
| 6M | -45.2% | -5.6% | -39.6% | -43.6% |
| YTD | +19.5% | +18.7% | +0.8% | +8.0% |
| 1Y | +24.2% | +17.1% | +7.1% | +13.3% |
| 3Y | +494.2% | +54.4% | +439.8% | +386.0% |
| All | +1,027.6% | +35.0% | +992.5% | +860.4% |
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