+57.5%
DLR vs ALHC
-28.9%
+86.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | +1.6% | -0.6% | +2.2% | +1.6% |
| 30D | -3.4% | -1.0% | -2.3% | -3.3% |
| 3M | +0.5% | -10.2% | +10.7% | +0.4% |
| 6M | +4.6% | -28.3% | +32.8% | +5.5% |
| YTD | +23.4% | -31.4% | +54.9% | +24.6% |
| 1Y | +19.0% | -16.9% | +36.0% | +18.7% |
| 3Y | +56.5% | +135.5% | -79.0% | +40.7% |
| 5Y | +33.3% | -33.6% | +67.0% | +23.4% |
| All | +57.5% | -28.9% | +86.4% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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