+34.5%
DLR vs AG
+67.2%
-32.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.5% |
| 7D | +1.6% | +1.0% | +0.6% | +1.4% |
| 30D | -3.4% | +19.2% | -22.5% | -5.4% |
| 3M | +0.5% | +6.2% | -5.7% | -0.8% |
| 6M | +4.6% | -26.7% | +31.2% | +6.9% |
| YTD | +23.4% | +26.1% | -2.7% | +17.3% |
| 1Y | +19.0% | +131.7% | -112.6% | +4.1% |
| 3Y | +56.5% | +255.3% | -198.8% | +23.2% |
| All | +34.5% | +67.2% | -32.7% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling