+199.6%
ARM vs DLR
+53.3%
+146.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.9% | -2.7% | -2.9% |
| 7D | +9.1% | +3.3% | +5.8% | +6.1% |
| 30D | -19.9% | +4.6% | -24.5% | -22.6% |
| 3M | -31.6% | -8.3% | -23.3% | -25.4% |
| 6M | -13.9% | -5.6% | -8.2% | -9.5% |
| YTD | +74.3% | +18.7% | +55.6% | +49.6% |
| 1Y | +35.8% | +17.1% | +18.7% | +17.9% |
| 3Y | +268.6% | +54.4% | +214.2% | +160.7% |
| All | +199.6% | +53.3% | +146.3% | +107.0% |
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