+20.7%
XYZ vs DLR
+11.0%
+9.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +2.6% | +12.7% | +14.7% |
| 7D | +16.5% | +2.8% | +13.7% | +15.8% |
| 30D | +15.0% | +2.8% | +12.2% | +14.2% |
| 3M | +3.5% | -4.0% | +7.5% | +4.2% |
| 6M | +21.9% | -5.6% | +27.5% | +23.2% |
| YTD | +34.6% | +21.9% | +12.7% | +32.0% |
| 1Y | +20.7% | +13.0% | +7.7% | +19.3% |
| All | +20.7% | +11.0% | +9.8% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling