-81.4%
SMR vs DLR
+12.6%
-94.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.3% | -9.1% | -9.2% |
| 7D | +10.3% | +5.0% | +5.3% | +4.7% |
| 30D | -25.7% | +3.0% | -28.7% | -27.3% |
| 3M | -49.7% | -6.3% | -43.5% | -46.4% |
| 6M | -59.8% | -4.8% | -55.1% | -56.9% |
| YTD | -66.0% | +21.0% | -87.0% | -77.1% |
| 1Y | -81.4% | +15.1% | -96.6% | -85.2% |
| All | -81.4% | +12.6% | -94.0% | -85.2% |
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