+995.1%
DLR vs AG
+288.7%
+706.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.9% | +6.3% | +0.9% |
| 7D | +0.3% | +6.0% | -5.6% | -0.2% |
| 30D | +1.2% | -13.5% | +14.7% | +2.4% |
| 3M | -4.8% | -20.7% | +15.9% | -3.1% |
| 6M | -6.1% | -31.5% | +25.4% | -3.7% |
| YTD | +19.3% | -10.1% | +29.5% | +18.3% |
| 1Y | +10.0% | +26.0% | -16.0% | +5.6% |
| 3Y | +53.8% | +228.9% | -175.1% | +32.1% |
| 5Y | +39.1% | +8.7% | +30.4% | +28.0% |
| 10Y | +188.1% | +71.9% | +116.2% | +136.3% |
| All | +995.1% | +288.7% | +706.4% | +440.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling