+189.5%
DLR vs ACGL
+329.5%
-139.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.0% | -1.4% | -0.7% | -1.7% |
| 30D | +0.5% | +12.4% | -11.8% | -2.5% |
| 3M | -4.4% | +11.1% | -15.5% | -7.2% |
| 6M | -6.4% | +16.3% | -22.8% | -10.4% |
| YTD | +19.5% | +13.8% | +5.7% | +14.8% |
| 1Y | +10.5% | +20.4% | -9.9% | +4.5% |
| 3Y | +54.0% | +33.6% | +20.4% | +38.5% |
| 5Y | +39.7% | +176.8% | -137.1% | -3.0% |
| 10Y | +189.5% | +324.6% | -135.1% | +63.6% |
| All | +189.5% | +329.5% | -139.9% | +63.6% |
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