+10.0%
DLR vs ACWI
+12.3%
-2.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.9% |
| 7D | +0.3% | -0.2% | +0.5% | +0.6% |
| 30D | +1.2% | -3.3% | +4.5% | +4.3% |
| 3M | -4.8% | -3.4% | -1.4% | -1.7% |
| 6M | -6.1% | +0.8% | -6.9% | -6.4% |
| YTD | +19.3% | +10.7% | +8.6% | +9.1% |
| 1Y | +10.0% | +11.6% | -1.6% | 0.0% |
| All | +10.0% | +12.3% | -2.4% | 0.0% |
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