+54.4%
DLR vs APD
+29.7%
+24.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +3.3% | +3.8% | -0.5% | +2.6% |
| 30D | +4.6% | +8.2% | -3.6% | +3.1% |
| 3M | -8.3% | +4.3% | -12.6% | -9.0% |
| 6M | -5.6% | +4.7% | -10.3% | -6.4% |
| YTD | +18.7% | +31.5% | -12.8% | +11.4% |
| 1Y | +17.1% | +23.5% | -6.4% | +11.4% |
| 3Y | +54.4% | +29.1% | +25.2% | +43.3% |
| All | +54.4% | +29.7% | +24.6% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling