-7.4%
T vs DLR
+9.9%
-17.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | +2.6% | +0.3% | +2.2% | +2.5% |
| 30D | -1.1% | +1.2% | -2.3% | -1.2% |
| 3M | -7.7% | -4.8% | -2.9% | -7.2% |
| 6M | -10.6% | -6.1% | -4.5% | -10.5% |
| YTD | -7.5% | +19.3% | -26.8% | -5.2% |
| 1Y | -7.4% | +10.0% | -17.4% | -6.6% |
| All | -7.4% | +9.9% | -17.3% | -6.6% |
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