+208.6%
B vs DLR
+179.9%
+28.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.4% | -6.5% | -6.2% |
| 7D | +7.1% | +0.3% | +6.8% | +7.0% |
| 30D | -3.3% | +1.2% | -4.5% | -3.6% |
| 3M | -2.5% | -4.8% | +2.3% | -1.5% |
| 6M | -7.2% | -6.1% | -1.1% | -6.0% |
| YTD | -7.4% | +19.3% | -26.7% | -10.8% |
| 1Y | +16.4% | +10.0% | +6.5% | +13.9% |
| 3Y | +178.7% | +53.8% | +124.9% | +151.6% |
| 5Y | +121.7% | +39.1% | +82.6% | +99.8% |
| 10Y | +208.6% | +188.1% | +20.5% | +110.4% |
| All | +208.6% | +179.9% | +28.7% | +110.4% |
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 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