+985.2%
DLR vs ACWI
+356.8%
+628.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.2% |
| YTD | +23.4% | +15.2% | +8.3% | +8.2% |
| 1Y | +19.0% | +22.7% | -3.7% | -1.6% |
| 3Y | +56.5% | +75.8% | -19.3% | -6.7% |
| 5Y | +33.3% | +67.7% | -34.4% | -17.1% |
| 10Y | +165.1% | +229.0% | -63.9% | -15.2% |
| All | +985.2% | +356.8% | +628.4% | +127.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling