+193.0%
ARM vs DLR
+53.4%
+139.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.4% | +3.3% | +3.6% |
| 7D | -5.3% | +2.4% | -7.7% | -6.9% |
| 30D | -30.0% | +0.7% | -30.8% | -30.1% |
| 3M | -34.1% | -6.4% | -27.6% | -29.2% |
| 6M | -12.6% | -6.5% | -6.1% | -7.5% |
| YTD | +70.4% | +18.8% | +51.6% | +46.1% |
| 1Y | +22.3% | +9.0% | +13.2% | +13.3% |
| 3Y | +261.2% | +54.5% | +206.7% | +155.3% |
| All | +193.0% | +53.4% | +139.6% | +102.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling