+53.8%
DLR vs ACWI
+74.9%
-21.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +4.5% |
| 3M | -4.8% | -3.4% | -1.4% | -1.5% |
| 6M | -6.1% | +0.8% | -6.9% | -6.7% |
| YTD | +19.3% | +10.7% | +8.6% | +8.6% |
| 1Y | +10.0% | +11.6% | -1.6% | -0.6% |
| 3Y | +53.8% | +73.4% | -19.6% | -16.9% |
| All | +53.8% | +74.9% | -21.1% | -16.9% |
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