-75.5%
SMR vs DLR
+11.7%
-87.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.7% | -17.4% | -17.3% |
| 7D | -11.2% | +0.1% | -11.3% | -11.4% |
| 30D | -10.2% | -4.3% | -5.9% | -6.5% |
| 3M | -10.0% | +3.8% | -13.9% | -16.9% |
| 6M | -30.5% | +5.8% | -36.3% | -35.9% |
| YTD | -39.2% | +23.5% | -62.8% | -57.3% |
| 1Y | -75.5% | +11.1% | -86.6% | -80.2% |
| All | -75.5% | +11.7% | -87.2% | -80.2% |
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