+181.2%
DLR vs APA
+8.7%
+172.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.0% |
| 7D | +3.3% | +8.5% | -5.2% | +2.8% |
| 30D | +4.6% | +2.8% | +1.8% | +4.4% |
| 3M | -8.3% | +21.7% | -30.0% | -9.5% |
| 6M | -5.6% | +32.6% | -38.2% | -7.5% |
| YTD | +18.7% | +103.7% | -85.0% | +12.6% |
| 1Y | +17.1% | +101.8% | -84.7% | +11.1% |
| 3Y | +54.4% | +48.1% | +6.3% | +47.0% |
| 5Y | +36.5% | +91.9% | -55.4% | +27.0% |
| All | +181.2% | +8.7% | +172.5% | +147.2% |
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