+13.0%
DLR vs ACWI
+14.9%
-1.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +1.2% |
| 7D | +2.8% | -0.5% | +3.3% | +3.2% |
| 30D | +2.8% | -1.6% | +4.4% | +4.2% |
| 3M | -4.0% | -1.3% | -2.7% | -2.8% |
| 6M | -5.6% | +5.8% | -11.4% | -9.5% |
| YTD | +21.9% | +12.7% | +9.2% | +10.5% |
| 1Y | +13.0% | +15.0% | -2.0% | +1.4% |
| All | +13.0% | +14.9% | -1.9% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 1y: compounded portfolio wealth divided by compounded ACWI 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…
1y analysis · Full analysis span regression · 6 months rolling