+10.0%
DLR vs ACGL
+22.9%
-13.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.5% |
| 7D | +0.3% | +1.3% | -0.9% | +0.4% |
| 30D | +1.2% | +14.2% | -13.0% | +1.4% |
| 3M | -4.8% | +11.1% | -15.9% | -4.5% |
| 6M | -6.1% | +16.4% | -22.5% | -5.8% |
| YTD | +19.3% | +13.8% | +5.5% | +19.9% |
| 1Y | +10.0% | +21.6% | -11.6% | +15.1% |
| All | +10.0% | +22.9% | -13.0% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling