+54.5%
DLR vs ALC
+2.4%
+52.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.3% |
| 7D | +2.4% | +2.1% | +0.3% | +1.9% |
| 30D | +0.7% | +17.2% | -16.5% | -3.0% |
| 3M | -6.4% | +4.6% | -11.1% | -7.6% |
| 6M | -6.5% | +20.1% | -26.6% | -11.2% |
| YTD | +18.8% | -4.2% | +23.0% | +19.3% |
| 1Y | +9.0% | +2.1% | +7.0% | +7.2% |
| 3Y | +54.5% | +4.5% | +50.0% | +48.6% |
| All | +54.5% | +2.4% | +52.1% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 3y: compounded portfolio wealth divided by compounded ALC 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…
3y analysis · Full analysis span regression · 6 months rolling