+3,340.7%
DLR vs ACGL
+2,595.5%
+745.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +1.1% |
| 7D | -3.6% | +0.9% | -4.5% | -4.1% |
| 30D | -3.5% | +13.7% | -17.2% | -9.2% |
| 3M | -8.9% | +8.0% | -17.0% | -12.5% |
| 6M | -11.6% | +13.3% | -24.9% | -17.2% |
| YTD | +14.9% | +11.8% | +3.1% | +7.7% |
| 1Y | +6.4% | +22.2% | -15.8% | -4.4% |
| 3Y | +47.3% | +32.5% | +14.8% | +22.3% |
| 5Y | +32.8% | +160.2% | -127.4% | -25.8% |
| 10Y | +169.6% | +338.5% | -169.0% | -4.5% |
| All | +3,340.7% | +2,595.5% | +745.3% | +313.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling