+10.0%
DLR vs AG
+24.7%
-14.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.9% | +6.3% | +1.1% |
| 7D | +0.3% | +6.0% | -5.6% | -0.3% |
| 30D | +1.2% | -13.5% | +14.7% | +2.5% |
| 3M | -4.8% | -20.7% | +15.9% | -2.9% |
| 6M | -6.1% | -31.5% | +25.4% | -3.7% |
| YTD | +19.3% | -10.1% | +29.5% | +17.3% |
| 1Y | +10.0% | +26.0% | -16.0% | +6.2% |
| All | +10.0% | +24.7% | -14.8% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling