+165.8%
DLR vs ALL
+355.7%
-189.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +2.9% | +1.3% |
| 7D | +3.4% | -1.7% | +5.1% | +3.9% |
| 30D | -2.2% | -4.7% | +2.5% | -1.0% |
| 3M | +4.7% | +18.4% | -13.6% | -0.8% |
| 6M | +9.0% | +20.5% | -11.5% | +2.4% |
| YTD | +24.1% | +23.5% | +0.6% | +15.3% |
| 1Y | +20.9% | +29.0% | -8.0% | +10.5% |
| 3Y | +60.0% | +153.7% | -93.7% | +13.7% |
| 5Y | +35.3% | +114.8% | -79.5% | -0.1% |
| 10Y | +165.8% | +356.1% | -190.4% | +49.8% |
| All | +165.8% | +355.7% | -189.9% | +49.8% |
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