-14.4%
SMR vs DLR
+62.0%
-76.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.7% | -17.4% | -16.9% |
| 7D | -11.2% | +0.1% | -11.3% | -11.4% |
| 30D | -10.2% | -4.3% | -5.9% | -7.5% |
| 3M | -10.0% | +3.8% | -13.9% | -14.1% |
| 6M | -30.5% | +5.8% | -36.3% | -33.7% |
| YTD | -39.2% | +23.5% | -62.8% | -48.4% |
| 1Y | -75.5% | +11.1% | -86.6% | -77.3% |
| 3Y | +45.4% | +57.9% | -12.4% | +20.9% |
| All | -14.4% | +62.0% | -76.4% | -33.8% |
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 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