+176.7%
DLR vs ADM
+171.4%
+5.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.7% |
| 7D | +2.9% | +1.4% | +1.5% | +2.6% |
| 30D | -1.2% | +8.2% | -9.4% | -2.8% |
| 3M | +2.9% | +8.7% | -5.8% | +1.0% |
| 6M | +6.7% | +29.1% | -22.4% | +0.6% |
| YTD | +23.9% | +53.7% | -29.8% | +12.3% |
| 1Y | +18.6% | +43.2% | -24.6% | +9.0% |
| 3Y | +59.7% | +21.4% | +38.3% | +50.6% |
| 5Y | +42.1% | +67.1% | -25.0% | +17.6% |
| 10Y | +176.7% | +176.6% | +0.1% | +81.4% |
| All | +176.7% | +171.4% | +5.3% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling