+64.1%
DLR vs ACI
+25.9%
+38.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +1.6% | +0.2% | +1.4% | +1.6% |
| 30D | -3.4% | +5.9% | -9.3% | -3.7% |
| 3M | +0.5% | -19.8% | +20.3% | +2.0% |
| 6M | +4.6% | -24.7% | +29.3% | +6.5% |
| YTD | +23.4% | -24.4% | +47.8% | +25.5% |
| 1Y | +19.0% | -31.5% | +50.5% | +22.1% |
| 3Y | +56.5% | -38.7% | +95.2% | +61.8% |
| 5Y | +33.3% | -42.8% | +76.1% | +36.7% |
| All | +64.1% | +25.9% | +38.2% | +55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling