+181.2%
DLR vs A
+302.9%
-121.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.1% |
| 7D | +3.3% | -0.5% | +3.8% | +3.5% |
| 30D | +4.6% | 0.0% | +4.6% | +4.6% |
| 3M | -8.3% | +16.7% | -25.0% | -13.3% |
| 6M | -5.6% | +54.8% | -60.5% | -20.1% |
| YTD | +18.7% | +28.8% | -10.1% | +6.9% |
| 1Y | +17.1% | +19.3% | -2.2% | +8.4% |
| 3Y | +54.4% | +65.5% | -11.2% | +21.4% |
| 5Y | +36.5% | +12.1% | +24.4% | +23.6% |
| All | +181.2% | +302.9% | -121.7% | +64.6% |
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