+108.2%
T vs DLR
+57.6%
+50.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -1.5% | +3.4% | -4.9% | -1.7% |
| 30D | +7.6% | -2.2% | +9.8% | +7.7% |
| 3M | +15.3% | +4.7% | +10.6% | +15.0% |
| 6M | -8.5% | +9.0% | -17.5% | -8.7% |
| YTD | +6.8% | +24.1% | -17.4% | +6.5% |
| 1Y | -7.2% | +20.9% | -28.2% | -7.5% |
| 3Y | +108.2% | +60.0% | +48.2% | +103.5% |
| All | +108.2% | +57.6% | +50.7% | +103.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling