+186.9%
DLR vs AA
+51.7%
+135.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.8% | -2.4% | +2.8% |
| 7D | +2.4% | +4.8% | -2.5% | +1.9% |
| 30D | +0.7% | -0.6% | +1.4% | +0.8% |
| 3M | -6.4% | -16.3% | +9.8% | -5.0% |
| 6M | -6.5% | -33.4% | +26.9% | -3.5% |
| YTD | +18.8% | -20.7% | +39.5% | +20.0% |
| 1Y | +9.0% | +12.9% | -3.9% | +6.4% |
| 3Y | +54.5% | +75.7% | -21.2% | +42.1% |
| 5Y | +35.8% | -6.8% | +42.6% | +29.4% |
| All | +186.9% | +51.7% | +135.2% | +134.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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