+176.5%
DLR vs AGI
+392.3%
-215.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.7% |
| 7D | +0.1% | -2.7% | +2.8% | +0.3% |
| 30D | -4.3% | +7.2% | -11.5% | -4.8% |
| 3M | +3.8% | +4.3% | -0.4% | +3.2% |
| 6M | +5.8% | -27.1% | +32.9% | +7.7% |
| YTD | +23.5% | -6.6% | +30.1% | +23.2% |
| 1Y | +11.1% | +9.5% | +1.6% | +9.3% |
| 3Y | +57.9% | +208.4% | -150.6% | +43.8% |
| 5Y | +44.0% | +401.6% | -357.7% | +27.5% |
| All | +176.5% | +392.3% | -215.9% | +151.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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