+7.5%
SMR vs DLR
+62.5%
-55.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.1% |
| 7D | +13.1% | +2.9% | +10.2% | +10.8% |
| 30D | +17.8% | -1.2% | +18.9% | +18.5% |
| 3M | +8.1% | +2.9% | +5.2% | +4.2% |
| 6M | -11.1% | +6.7% | -17.8% | -15.6% |
| YTD | -23.7% | +23.9% | -47.6% | -35.2% |
| 1Y | -69.4% | +18.6% | -88.0% | -72.9% |
| 3Y | +82.6% | +59.7% | +22.9% | +51.5% |
| All | +7.5% | +62.5% | -55.0% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling