+1,032.8%
DLR vs AG
+445.6%
+587.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.5% |
| 7D | +1.6% | +1.0% | +0.6% | +1.5% |
| 30D | -3.4% | +19.2% | -22.5% | -4.9% |
| 3M | +0.5% | +6.2% | -5.7% | -0.5% |
| 6M | +4.6% | -26.7% | +31.2% | +6.4% |
| YTD | +23.4% | +26.1% | -2.7% | +19.0% |
| 1Y | +19.0% | +131.7% | -112.6% | +8.3% |
| 3Y | +56.5% | +255.3% | -198.8% | +33.3% |
| 5Y | +33.3% | +61.9% | -28.6% | +18.7% |
| 10Y | +165.1% | +72.0% | +93.1% | +117.7% |
| All | +1,032.8% | +445.6% | +587.2% | +443.6% |
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 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