-79.9%
SMR vs DLR
+13.8%
-93.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -1.4% |
| 7D | -8.3% | +3.3% | -11.6% | -11.3% |
| 30D | -20.1% | +4.6% | -24.7% | -22.9% |
| 3M | -52.7% | -8.3% | -44.4% | -48.6% |
| 6M | -61.0% | -5.6% | -55.4% | -58.1% |
| YTD | -67.1% | +18.7% | -85.8% | -76.9% |
| 1Y | -79.9% | +17.1% | -97.0% | -84.9% |
| All | -79.9% | +13.8% | -93.7% | -84.9% |
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