+189.5%
DLR vs ACWI
+227.3%
-37.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | -0.8% |
| 7D | -2.0% | -0.7% | -1.4% | -1.4% |
| 30D | +0.5% | -2.0% | +2.5% | +2.4% |
| 3M | -4.4% | -2.2% | -2.3% | -2.5% |
| 6M | -6.4% | +1.9% | -8.3% | -7.8% |
| YTD | +19.5% | +12.0% | +7.5% | +8.7% |
| 1Y | +10.5% | +12.5% | -2.0% | +0.2% |
| 3Y | +54.0% | +75.4% | -21.4% | -2.9% |
| 5Y | +39.7% | +61.5% | -21.8% | -6.7% |
| 10Y | +189.5% | +227.1% | -37.6% | +1.8% |
| All | +189.5% | +227.3% | -37.8% | +1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling