+910.4%
DLR vs ACWI
+330.0%
+580.4%
-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% | -0.2% | -0.2% |
| 7D | -3.6% | -2.4% | -1.2% | -1.4% |
| 30D | -3.5% | -5.2% | +1.7% | +1.5% |
| 3M | -8.9% | -4.8% | -4.1% | -4.5% |
| 6M | -11.6% | -1.3% | -10.3% | -10.5% |
| YTD | +14.9% | +8.4% | +6.5% | +6.7% |
| 1Y | +6.4% | +11.0% | -4.6% | -3.4% |
| 3Y | +47.3% | +70.6% | -23.3% | -9.6% |
| 5Y | +32.8% | +55.3% | -22.5% | -11.2% |
| 10Y | +169.6% | +223.2% | -53.6% | -12.4% |
| All | +910.4% | +330.0% | +580.4% | +124.6% |
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