+350.8%
DLR vs AMCR
+106.4%
+244.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +1.6% | -1.9% | +3.4% | +2.0% |
| 30D | -3.4% | -4.1% | +0.7% | -2.6% |
| 3M | +0.5% | +21.7% | -21.2% | -4.0% |
| 6M | +4.6% | +1.5% | +3.1% | +3.6% |
| YTD | +23.4% | +13.1% | +10.3% | +19.0% |
| 1Y | +19.0% | +16.5% | +2.5% | +13.9% |
| 3Y | +56.5% | +10.3% | +46.3% | +50.3% |
| 5Y | +33.3% | -7.7% | +41.0% | +32.6% |
| 10Y | +165.1% | +24.6% | +140.5% | +143.2% |
| All | +350.8% | +106.4% | +244.4% | +309.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling