-40.9%
SE vs DLR
+19.9%
-60.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -6.1% | +1.6% | -7.7% | -6.2% |
| 30D | -2.5% | -3.4% | +0.9% | -2.1% |
| 3M | +21.7% | +0.5% | +21.2% | +20.8% |
| 6M | +27.0% | +4.6% | +22.4% | +25.0% |
| YTD | -12.1% | +23.4% | -35.6% | -16.4% |
| 1Y | -40.9% | +19.0% | -59.9% | -43.6% |
| All | -40.9% | +19.9% | -60.8% | -43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling