+53.8%
DLR vs ACGL
+34.9%
+18.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.4% |
| 7D | +0.3% | +1.3% | -0.9% | +0.3% |
| 30D | +1.2% | +14.2% | -13.0% | +0.2% |
| 3M | -4.8% | +11.1% | -15.9% | -5.5% |
| 6M | -6.1% | +16.4% | -22.5% | -7.3% |
| YTD | +19.3% | +13.8% | +5.5% | +18.0% |
| 1Y | +10.0% | +21.6% | -11.6% | +8.0% |
| 3Y | +53.8% | +33.5% | +20.3% | +49.0% |
| All | +53.8% | +34.9% | +18.9% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling