-0.3%
SPOT vs DLR
+11.0%
-11.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.0% | +4.8% |
| 7D | +16.6% | +2.8% | +13.7% | +16.8% |
| 30D | +29.9% | +2.8% | +27.2% | +30.3% |
| 3M | +31.3% | -4.0% | +35.3% | +31.6% |
| 6M | +43.2% | -5.6% | +48.8% | +43.3% |
| YTD | +8.1% | +21.9% | -13.9% | +10.2% |
| 1Y | -0.3% | +13.0% | -13.3% | +1.1% |
| All | -0.3% | +11.0% | -11.3% | +1.1% |
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