+177.5%
DLR vs ACGL
+332.3%
-154.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +3.2% |
| 7D | +2.4% | -1.1% | +3.4% | +2.6% |
| 30D | +0.7% | +13.1% | -12.4% | -2.5% |
| 3M | -6.4% | +9.8% | -16.2% | -8.8% |
| 6M | -6.5% | +15.3% | -21.8% | -10.3% |
| YTD | +18.8% | +12.7% | +6.1% | +14.4% |
| 1Y | +9.0% | +20.7% | -11.7% | +3.0% |
| 3Y | +54.5% | +34.3% | +20.2% | +38.7% |
| 5Y | +35.8% | +170.6% | -134.8% | -5.0% |
| 10Y | +177.5% | +330.6% | -153.1% | +67.2% |
| All | +177.5% | +332.3% | -154.9% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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