+54.6%
TER vs DLR
+32.6%
+22.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.8% | +2.7% |
| 7D | -20.5% | -3.6% | -16.9% | -18.2% |
| 30D | -47.0% | -3.5% | -43.5% | -45.5% |
| 3M | -43.3% | -8.9% | -34.4% | -39.2% |
| 6M | -42.9% | -11.6% | -31.3% | -38.0% |
| YTD | +12.9% | +14.9% | -2.0% | +5.3% |
| 1Y | +18.2% | +6.4% | +11.7% | +15.3% |
| 3Y | +151.8% | +47.3% | +104.5% | +100.7% |
| All | +54.6% | +32.6% | +22.0% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling