+188.1%
DLR vs AG
+64.1%
+124.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.9% | +6.3% | +0.9% |
| 7D | +0.3% | +6.0% | -5.6% | -0.1% |
| 30D | +1.2% | -13.5% | +14.7% | +2.2% |
| 3M | -4.8% | -20.7% | +15.9% | -3.4% |
| 6M | -6.1% | -31.5% | +25.4% | -4.1% |
| YTD | +19.3% | -10.1% | +29.5% | +18.6% |
| 1Y | +10.0% | +26.0% | -16.0% | +6.5% |
| 3Y | +53.8% | +228.9% | -175.1% | +36.3% |
| 5Y | +39.1% | +8.7% | +30.4% | +28.3% |
| 10Y | +188.1% | +71.9% | +116.2% | +157.6% |
| All | +188.1% | +64.1% | +124.1% | +157.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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