+32.3%
DLR vs ACI
-43.3%
+75.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | -0.1% |
| 7D | -3.6% | -2.2% | -1.4% | -3.5% |
| 30D | -3.5% | +10.3% | -13.8% | -4.0% |
| 3M | -8.9% | +7.2% | -16.1% | -9.4% |
| 6M | -11.6% | -18.0% | +6.4% | -10.3% |
| YTD | +14.9% | -22.0% | +36.9% | +16.9% |
| 1Y | +6.4% | -23.4% | +29.8% | +8.5% |
| 3Y | +47.3% | -35.8% | +83.1% | +52.8% |
| All | +32.3% | -43.3% | +75.7% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling