+99.9%
DLR vs ALC
+24.0%
+75.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.2% |
| 7D | +1.6% | -2.1% | +3.7% | +2.4% |
| 30D | -3.4% | -0.1% | -3.3% | -3.5% |
| 3M | +0.5% | +5.9% | -5.4% | -2.2% |
| 6M | +4.6% | -15.9% | +20.5% | +10.9% |
| YTD | +23.4% | -10.1% | +33.5% | +27.0% |
| 1Y | +19.0% | -10.2% | +29.3% | +22.1% |
| 3Y | +56.5% | -13.6% | +70.1% | +59.3% |
| 5Y | +33.3% | -15.1% | +48.5% | +33.1% |
| All | +99.9% | +24.0% | +75.9% | +58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling