+86.1%
DLR vs ALC
+31.8%
+54.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.5% |
| 7D | -3.6% | +4.9% | -8.5% | -5.4% |
| 30D | -3.5% | +19.0% | -22.4% | -9.9% |
| 3M | -8.9% | +7.8% | -16.7% | -12.0% |
| 6M | -11.6% | +14.6% | -26.1% | -16.9% |
| YTD | +14.9% | -4.4% | +19.3% | +15.1% |
| 1Y | +6.4% | +1.4% | +5.0% | +3.7% |
| 3Y | +47.3% | +2.5% | +44.8% | +38.8% |
| 5Y | +32.8% | -10.9% | +43.7% | +29.8% |
| All | +86.1% | +31.8% | +54.3% | +43.4% |
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