-3.6%
SMR vs DLR
+61.9%
-65.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | +4.4% | +1.6% | +2.8% | +3.2% |
| 30D | +3.4% | -3.4% | +6.8% | +5.8% |
| 3M | -19.2% | +0.5% | -19.7% | -20.8% |
| 6M | -22.6% | +4.6% | -27.2% | -25.4% |
| YTD | -31.5% | +23.4% | -55.0% | -41.7% |
| 1Y | -73.1% | +19.0% | -92.1% | -76.2% |
| 3Y | +55.0% | +56.5% | -1.6% | +29.3% |
| All | -3.6% | +61.9% | -65.4% | -25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling