+177.5%
DLR vs ALM
+2,221.4%
-2,044.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.1% | -4.7% | +3.1% |
| 7D | +2.4% | +0.7% | +1.6% | +2.3% |
| 30D | +0.7% | -26.1% | +26.8% | +1.6% |
| 3M | -6.4% | -38.1% | +31.7% | -5.3% |
| 6M | -6.5% | -55.4% | +48.9% | -4.9% |
| YTD | +18.8% | -0.4% | +19.2% | +18.5% |
| 1Y | +9.0% | +25.4% | -16.3% | +8.2% |
| 3Y | +54.5% | +907.8% | -853.3% | +43.8% |
| 5Y | +35.8% | +440.2% | -404.3% | +27.1% |
| 10Y | +177.5% | +2,031.1% | -1,853.7% | +141.5% |
| All | +177.5% | +2,221.4% | -2,044.0% | +141.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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