+176.7%
DLR vs APA
-1.1%
+177.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -0.4% |
| 7D | +2.9% | +0.3% | +2.6% | +2.9% |
| 30D | -1.2% | +9.3% | -10.5% | -1.7% |
| 3M | +2.9% | +23.3% | -20.4% | +1.4% |
| 6M | +6.7% | +39.5% | -32.8% | +3.9% |
| YTD | +23.9% | +87.6% | -63.7% | +18.1% |
| 1Y | +18.6% | +114.2% | -95.6% | +11.9% |
| 3Y | +59.7% | +13.6% | +46.1% | +54.5% |
| 5Y | +42.1% | +175.6% | -133.5% | +29.6% |
| 10Y | +176.7% | -2.6% | +179.3% | +143.1% |
| All | +176.7% | -1.1% | +177.8% | +143.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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