+64.7%
DLR vs ACI
+18.9%
+45.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.1% |
| 7D | +2.9% | -5.0% | +7.9% | +3.2% |
| 30D | -1.2% | -2.3% | +1.1% | -1.1% |
| 3M | +2.9% | -23.2% | +26.1% | +4.7% |
| 6M | +6.7% | -29.5% | +36.1% | +9.1% |
| YTD | +23.9% | -28.6% | +52.5% | +26.4% |
| 1Y | +18.6% | -34.0% | +52.7% | +21.9% |
| 3Y | +59.7% | -45.0% | +104.6% | +66.6% |
| 5Y | +42.1% | -44.0% | +86.1% | +45.9% |
| All | +64.7% | +18.9% | +45.9% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling