+189.5%
DLR vs APD
+187.5%
+2.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -2.0% | -1.2% | -0.9% | -1.6% |
| 30D | +0.5% | +11.0% | -10.5% | -3.1% |
| 3M | -4.4% | +2.6% | -7.0% | -5.4% |
| 6M | -6.4% | +4.8% | -11.3% | -8.5% |
| YTD | +19.5% | +31.0% | -11.5% | +6.9% |
| 1Y | +10.5% | +23.4% | -12.9% | +0.8% |
| 3Y | +54.0% | +28.4% | +25.6% | +34.6% |
| 5Y | +39.7% | +15.2% | +24.5% | +24.8% |
| 10Y | +189.5% | +190.7% | -1.2% | +70.1% |
| All | +189.5% | +187.5% | +2.0% | +70.1% |
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