+193.4%
B vs DLR
+163.6%
+29.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.0% | -1.6% |
| 7D | +2.3% | +3.4% | -1.1% | +1.5% |
| 30D | +1.4% | -2.2% | +3.6% | +1.9% |
| 3M | +12.2% | +4.7% | +7.5% | +10.8% |
| 6M | -2.1% | +9.0% | -11.1% | -4.0% |
| YTD | +2.9% | +24.1% | -21.2% | -2.0% |
| 1Y | +55.3% | +20.9% | +34.4% | +48.7% |
| 3Y | +198.7% | +60.0% | +138.7% | +165.9% |
| 5Y | +153.8% | +35.3% | +118.5% | +128.5% |
| 10Y | +193.4% | +165.8% | +27.7% | +117.4% |
| All | +193.4% | +163.6% | +29.8% | +117.4% |
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