+181.2%
DLR vs ACGL
+324.4%
-143.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | +3.3% | +2.2% | +1.2% | +2.8% |
| 30D | +4.6% | +12.3% | -7.7% | +1.4% |
| 3M | -8.3% | +11.8% | -20.1% | -11.1% |
| 6M | -5.6% | +17.5% | -23.1% | -9.8% |
| YTD | +18.7% | +14.3% | +4.4% | +13.9% |
| 1Y | +17.1% | +18.2% | -1.1% | +11.3% |
| 3Y | +54.4% | +33.2% | +21.2% | +39.0% |
| 5Y | +36.5% | +174.3% | -137.8% | -4.9% |
| All | +181.2% | +324.4% | -143.2% | +60.6% |
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