+177.5%
DLR vs APD
+192.6%
-15.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.0% | +1.3% | +2.7% |
| 7D | +2.4% | -1.6% | +3.9% | +3.0% |
| 30D | +0.7% | +10.6% | -9.9% | -2.8% |
| 3M | -6.4% | +2.5% | -8.9% | -7.4% |
| 6M | -6.5% | +6.0% | -12.5% | -9.0% |
| YTD | +18.8% | +28.4% | -9.6% | +7.1% |
| 1Y | +9.0% | +22.2% | -13.1% | -0.2% |
| 3Y | +54.5% | +26.6% | +27.9% | +35.7% |
| 5Y | +35.8% | +11.8% | +24.1% | +22.8% |
| 10Y | +177.5% | +187.8% | -10.3% | +70.7% |
| All | +177.5% | +192.6% | -15.1% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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