+53.8%
DLR vs ABCL
+206.1%
-152.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | +0.3% | +2.3% | -1.9% | +0.2% |
| 30D | +1.2% | -0.7% | +1.9% | +1.1% |
| 3M | -4.8% | +33.4% | -38.2% | -7.2% |
| 6M | -6.1% | +137.8% | -143.9% | -13.9% |
| YTD | +19.3% | +264.3% | -245.0% | +4.3% |
| 1Y | +10.0% | +209.2% | -199.2% | -2.5% |
| 3Y | +53.8% | +208.4% | -154.6% | +29.2% |
| All | +53.8% | +206.1% | -152.4% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling