+54.4%
DLR vs ALC
+4.4%
+50.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.2% | -5.1% | -2.6% |
| 7D | +3.3% | -1.1% | +4.4% | +3.6% |
| 30D | +4.6% | +16.0% | -11.5% | +0.9% |
| 3M | -8.3% | +0.8% | -9.1% | -8.5% |
| 6M | -5.6% | +16.8% | -22.5% | -9.7% |
| YTD | +18.7% | -5.5% | +24.2% | +19.6% |
| 1Y | +17.1% | -5.3% | +22.3% | +17.8% |
| 3Y | +54.4% | +4.1% | +50.3% | +48.6% |
| All | +54.4% | +4.4% | +50.0% | +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