+58.2%
DLR vs ACWI
+76.1%
-17.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | +1.6% | +0.5% | +1.1% | +1.1% |
| 30D | -3.4% | +0.9% | -4.2% | -4.1% |
| 3M | +0.5% | +2.4% | -1.9% | -1.8% |
| 6M | +4.6% | +12.4% | -7.8% | -6.3% |
| YTD | +23.4% | +15.2% | +8.3% | +7.8% |
| 1Y | +19.0% | +22.7% | -3.7% | -2.2% |
| All | +58.2% | +76.1% | -17.9% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling