+32.3%
DLR vs ACGL
+159.2%
-126.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.1% |
| 7D | -3.6% | +0.9% | -4.5% | -3.7% |
| 30D | -3.5% | +13.7% | -17.2% | -5.1% |
| 3M | -8.9% | +8.0% | -17.0% | -9.9% |
| 6M | -11.6% | +13.3% | -24.9% | -13.2% |
| YTD | +14.9% | +11.8% | +3.1% | +12.9% |
| 1Y | +6.4% | +22.2% | -15.8% | +3.2% |
| 3Y | +47.3% | +32.5% | +14.8% | +39.0% |
| All | +32.3% | +159.2% | -126.9% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling