-52.1%
SMR vs DLR
+58.7%
-110.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.3% | -9.1% | -8.8% |
| 7D | +10.3% | +5.0% | +5.3% | +6.2% |
| 30D | -25.7% | +3.0% | -28.7% | -26.9% |
| 3M | -49.7% | -6.3% | -43.5% | -47.0% |
| 6M | -59.8% | -4.8% | -55.1% | -58.6% |
| YTD | -66.0% | +21.0% | -87.0% | -70.4% |
| 1Y | -81.4% | +15.1% | -96.6% | -83.1% |
| 3Y | +130.6% | +56.0% | +74.6% | +95.4% |
| All | -52.1% | +58.7% | -110.8% | -62.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling