-39.0%
U vs DLR
+57.2%
-96.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.3% |
| 7D | -3.8% | +1.6% | -5.4% | -5.0% |
| 30D | +17.5% | -3.4% | +20.8% | +20.2% |
| 3M | +38.7% | +0.5% | +38.2% | +35.5% |
| 6M | +104.4% | +4.6% | +99.9% | +92.4% |
| YTD | -5.7% | +23.4% | -29.1% | -23.8% |
| 1Y | +3.7% | +19.0% | -15.3% | -14.3% |
| 3Y | +12.3% | +56.5% | -44.2% | -29.8% |
| 5Y | -68.8% | +33.3% | -102.1% | -78.7% |
| All | -39.0% | +57.2% | -96.2% | -62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling