-53.7%
SMR vs DLR
+55.7%
-109.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -1.9% |
| 7D | -8.3% | +3.3% | -11.6% | -10.5% |
| 30D | -20.1% | +4.6% | -24.7% | -22.3% |
| 3M | -52.7% | -8.3% | -44.4% | -49.3% |
| 6M | -61.0% | -5.6% | -55.4% | -59.6% |
| YTD | -67.1% | +18.7% | -85.8% | -71.0% |
| 1Y | -79.9% | +17.1% | -97.0% | -81.9% |
| 3Y | +101.7% | +54.4% | +47.4% | +73.2% |
| All | -53.7% | +55.7% | -109.4% | -62.8% |
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