+35.3%
DLR vs ALM
+1,033.0%
-997.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.8% | -8.2% | +0.3% |
| 7D | +3.4% | +8.4% | -5.0% | +3.1% |
| 30D | -2.2% | +34.8% | -37.1% | -3.3% |
| 3M | +4.7% | +16.2% | -11.5% | +3.8% |
| 6M | +9.0% | +2.1% | +6.9% | +8.1% |
| YTD | +24.1% | +117.0% | -92.9% | +20.7% |
| 1Y | +20.9% | +313.9% | -292.9% | +15.2% |
| 3Y | +60.0% | +2,327.9% | -2,267.9% | +38.6% |
| 5Y | +35.3% | +1,040.6% | -1,005.4% | +19.3% |
| All | +35.3% | +1,033.0% | -997.7% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling