+165.8%
DLR vs ALB
+78.9%
+86.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.2% |
| 7D | +3.4% | -4.4% | +7.8% | +4.0% |
| 30D | -2.2% | -1.2% | -1.0% | -2.2% |
| 3M | +4.7% | -13.3% | +18.0% | +6.4% |
| 6M | +9.0% | -19.8% | +28.8% | +11.3% |
| YTD | +24.1% | -7.9% | +32.1% | +23.2% |
| 1Y | +20.9% | +60.2% | -39.2% | +8.6% |
| 3Y | +60.0% | -26.4% | +86.5% | +56.7% |
| 5Y | +35.3% | -42.5% | +77.8% | +34.5% |
| 10Y | +165.8% | +83.0% | +82.7% | +78.4% |
| All | +165.8% | +78.9% | +86.8% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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