+32.3%
DLR vs AA
-15.4%
+47.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.7% |
| 7D | -3.6% | +0.9% | -4.5% | -3.7% |
| 30D | -3.5% | -6.7% | +3.2% | -2.6% |
| 3M | -8.9% | -16.3% | +7.4% | -6.9% |
| 6M | -11.6% | -37.1% | +25.5% | -6.6% |
| YTD | +14.9% | -25.0% | +39.9% | +17.2% |
| 1Y | +6.4% | +8.6% | -2.1% | +2.5% |
| 3Y | +47.3% | +57.2% | -10.0% | +29.2% |
| All | +32.3% | -15.4% | +47.7% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling