+5.6%
XYZ vs DLR
+20.4%
-14.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.3% |
| 7D | +2.9% | +3.4% | -0.5% | +2.1% |
| 30D | +1.4% | -2.2% | +3.6% | +1.8% |
| 3M | +14.6% | +4.7% | +9.8% | +13.0% |
| 6M | +20.8% | +9.0% | +11.8% | +19.0% |
| YTD | +23.1% | +24.1% | -1.1% | +17.7% |
| 1Y | +5.6% | +20.9% | -15.3% | +6.4% |
| All | +5.6% | +20.4% | -14.7% | +6.4% |
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