+63.7%
DLR vs ABCL
-80.5%
+144.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.7% | -7.0% | -0.8% |
| 7D | -3.6% | -3.2% | -0.4% | -3.4% |
| 30D | -3.5% | -7.4% | +3.9% | -3.1% |
| 3M | -8.9% | +81.9% | -90.8% | -13.4% |
| 6M | -11.6% | +135.7% | -147.3% | -18.3% |
| YTD | +14.9% | +247.4% | -232.5% | +2.2% |
| 1Y | +6.4% | +162.3% | -155.8% | -3.4% |
| 3Y | +47.3% | +165.5% | -118.2% | +28.7% |
| 5Y | +32.8% | -21.3% | +54.1% | +20.5% |
| All | +63.7% | -80.5% | +144.2% | +52.4% |
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