-68.0%
U vs DLR
+35.6%
-103.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.1% |
| 7D | +4.5% | +3.4% | +1.1% | +1.7% |
| 30D | -0.6% | -2.2% | +1.6% | +1.0% |
| 3M | +48.4% | +4.7% | +43.7% | +39.9% |
| 6M | +115.4% | +9.0% | +106.4% | +95.1% |
| YTD | -3.2% | +24.1% | -27.4% | -22.7% |
| 1Y | -6.0% | +20.9% | -27.0% | -23.9% |
| 3Y | +13.5% | +60.0% | -46.6% | -32.2% |
| 5Y | -68.0% | +35.3% | -103.3% | -79.7% |
| All | -68.0% | +35.6% | -103.6% | -79.7% |
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