+69.2%
DLR vs ABCL
-79.5%
+148.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.2% | -1.8% | +3.0% |
| 7D | +2.4% | +12.4% | -10.1% | +1.5% |
| 30D | +0.7% | -0.4% | +1.1% | +0.6% |
| 3M | -6.4% | +80.4% | -86.8% | -11.0% |
| 6M | -6.5% | +138.5% | -145.1% | -13.7% |
| YTD | +18.8% | +265.5% | -246.7% | +5.3% |
| 1Y | +9.0% | +219.7% | -210.6% | -2.4% |
| 3Y | +54.5% | +209.4% | -154.9% | +33.5% |
| 5Y | +35.8% | -15.0% | +50.9% | +22.8% |
| All | +69.2% | -79.5% | +148.7% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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