+176.7%
DLR vs AA
+121.9%
+54.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.7% | 0.0% |
| 7D | +2.9% | -0.6% | +3.5% | +2.9% |
| 30D | -1.2% | -1.6% | +0.4% | -1.1% |
| 3M | +2.9% | -29.8% | +32.7% | +5.9% |
| 6M | +6.7% | -16.6% | +23.3% | +7.6% |
| YTD | +23.9% | -4.0% | +27.9% | +23.0% |
| 1Y | +18.6% | +63.5% | -44.9% | +11.7% |
| 3Y | +59.7% | +86.8% | -27.1% | +46.0% |
| 5Y | +42.1% | +12.4% | +29.7% | +32.9% |
| 10Y | +176.7% | +132.3% | +44.4% | +114.2% |
| All | +176.7% | +121.9% | +54.8% | +114.2% |
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