+176.7%
DLR vs A
+236.6%
-59.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.3% |
| 7D | +2.9% | -4.4% | +7.3% | +4.5% |
| 30D | -1.2% | -2.7% | +1.5% | -0.4% |
| 3M | +2.9% | +7.0% | -4.1% | 0.0% |
| 6M | +6.7% | +24.6% | -17.9% | -2.7% |
| YTD | +23.9% | +7.0% | +16.9% | +19.2% |
| 1Y | +18.6% | +15.6% | +3.1% | +10.4% |
| 3Y | +59.7% | +29.9% | +29.8% | +37.3% |
| 5Y | +42.1% | -15.4% | +57.4% | +42.5% |
| 10Y | +176.7% | +248.9% | -72.2% | +66.8% |
| All | +176.7% | +236.6% | -59.9% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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