+388.1%
DLR vs ALM
+3,516.3%
-3,128.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.2% | +7.7% | +0.5% |
| 7D | +0.3% | -6.3% | +6.7% | +0.4% |
| 30D | +1.2% | -31.4% | +32.6% | +1.3% |
| 3M | -4.8% | -40.6% | +35.8% | -4.6% |
| 6M | -6.1% | -58.6% | +52.5% | -5.9% |
| YTD | +19.3% | -7.6% | +26.9% | +19.3% |
| 1Y | +10.0% | +13.8% | -3.9% | +9.8% |
| 3Y | +53.8% | +842.1% | -788.3% | +52.4% |
| 5Y | +39.1% | +407.4% | -368.3% | +37.9% |
| 10Y | +188.1% | +2,079.4% | -1,891.2% | +184.0% |
| All | +388.1% | +3,516.3% | -3,128.2% | +373.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling