+3,595.7%
DLR vs AA
-16.6%
+3,612.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.7% |
| 7D | +1.6% | -0.7% | +2.3% | +1.7% |
| 30D | -3.4% | +5.0% | -8.3% | -4.5% |
| 3M | +0.5% | -35.8% | +36.3% | +8.3% |
| 6M | +4.6% | -18.4% | +22.9% | +6.8% |
| YTD | +23.4% | -5.5% | +28.9% | +21.8% |
| 1Y | +19.0% | +61.0% | -41.9% | +5.0% |
| 3Y | +56.5% | +66.2% | -9.7% | +31.0% |
| 5Y | +33.3% | +11.4% | +21.9% | +12.7% |
| 10Y | +165.1% | +116.9% | +48.3% | +54.2% |
| All | +3,595.7% | -16.6% | +3,612.3% | +2,134.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling