+35.3%
DLR vs ADM
+64.4%
-29.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +3.4% | -0.1% | +3.5% | +3.4% |
| 30D | -2.2% | +11.0% | -13.2% | -3.1% |
| 3M | +4.7% | +6.0% | -1.3% | +4.2% |
| 6M | +9.0% | +26.9% | -17.9% | +6.6% |
| YTD | +24.1% | +50.0% | -25.9% | +19.5% |
| 1Y | +20.9% | +39.6% | -18.7% | +17.1% |
| 3Y | +60.0% | +18.5% | +41.5% | +59.0% |
| 5Y | +35.3% | +62.6% | -27.3% | +35.5% |
| All | +35.3% | +64.4% | -29.1% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling