+286.5%
C vs DLR
+163.6%
+122.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | +3.2% | +3.4% | -0.2% | +2.1% |
| 30D | +1.3% | -2.2% | +3.5% | +1.9% |
| 3M | +3.1% | +4.7% | -1.6% | +1.3% |
| 6M | +29.6% | +9.0% | +20.6% | +25.7% |
| YTD | +19.0% | +24.1% | -5.2% | +10.7% |
| 1Y | +45.6% | +20.9% | +24.7% | +36.3% |
| 3Y | +269.3% | +60.0% | +209.2% | +212.2% |
| 5Y | +131.6% | +35.3% | +96.3% | +100.8% |
| 10Y | +286.5% | +165.8% | +120.8% | +190.7% |
| All | +286.5% | +163.6% | +122.9% | +190.7% |
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