+186.9%
DLR vs ALL
+358.7%
-171.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.5% |
| 7D | +2.4% | -3.9% | +6.2% | +3.4% |
| 30D | +0.7% | +10.6% | -9.9% | -2.2% |
| 3M | -6.4% | -4.6% | -1.9% | -5.6% |
| 6M | -6.5% | +20.2% | -26.7% | -12.3% |
| YTD | +18.8% | +23.7% | -4.9% | +10.1% |
| 1Y | +9.0% | +27.9% | -18.8% | -0.1% |
| 3Y | +54.5% | +109.2% | -54.7% | +17.5% |
| 5Y | +35.8% | +148.0% | -112.2% | -5.2% |
| All | +186.9% | +358.7% | -171.8% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling