-2.4%
AGG vs DLR
+39.0%
-41.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.5% |
| 7D | -0.9% | -1.3% | +0.4% | -0.9% |
| 30D | -1.0% | -2.9% | +1.9% | -0.8% |
| 3M | -1.3% | +3.2% | -4.5% | -1.6% |
| 6M | -2.1% | +3.9% | -6.0% | -2.4% |
| YTD | -1.2% | +21.4% | -22.7% | -2.5% |
| 1Y | -0.5% | +9.7% | -10.2% | -1.2% |
| 3Y | +12.4% | +56.5% | -44.1% | +8.1% |
| 5Y | -2.4% | +41.5% | -43.9% | -6.2% |
| All | -2.4% | +39.0% | -41.4% | -6.2% |
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