+277.2%
TER vs DLR
+57.6%
+219.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +3.8% |
| 7D | +11.0% | +3.4% | +7.6% | +8.5% |
| 30D | -1.9% | -2.2% | +0.3% | -0.2% |
| 3M | -0.7% | +4.7% | -5.4% | -4.3% |
| 6M | +36.4% | +9.0% | +27.4% | +29.4% |
| YTD | +92.4% | +24.1% | +68.3% | +68.8% |
| 1Y | +213.5% | +20.9% | +192.6% | +177.8% |
| 3Y | +277.2% | +60.0% | +217.2% | +188.9% |
| All | +277.2% | +57.6% | +219.6% | +188.9% |
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 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