+3,595.7%
DLR vs ACGL
+2,364.8%
+1,230.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +1.1% |
| 7D | +1.6% | -0.7% | +2.3% | +1.9% |
| 30D | -3.4% | -1.0% | -2.4% | -3.0% |
| 3M | +0.5% | +11.0% | -10.5% | -4.6% |
| 6M | +4.6% | -0.3% | +4.9% | +4.0% |
| YTD | +23.4% | +2.3% | +21.1% | +20.9% |
| 1Y | +19.0% | +6.4% | +12.7% | +14.0% |
| 3Y | +56.5% | +34.0% | +22.6% | +28.7% |
| 5Y | +33.3% | +161.6% | -128.3% | -26.2% |
| 10Y | +165.1% | +278.6% | -113.4% | +2.3% |
| All | +3,595.7% | +2,364.8% | +1,230.9% | +364.7% |
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