+3,340.7%
DLR vs APD
+955.1%
+2,385.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.5% |
| 7D | -3.6% | -3.7% | +0.1% | -1.8% |
| 30D | -3.5% | +9.6% | -13.1% | -7.7% |
| 3M | -8.9% | +1.6% | -10.6% | -9.9% |
| 6M | -11.6% | +2.2% | -13.7% | -13.4% |
| YTD | +14.9% | +25.9% | -11.0% | +0.7% |
| 1Y | +6.4% | +20.1% | -13.7% | -5.0% |
| 3Y | +47.3% | +12.4% | +34.9% | +30.3% |
| 5Y | +32.8% | +11.1% | +21.7% | +16.1% |
| 10Y | +169.6% | +190.1% | -20.6% | +26.0% |
| All | +3,340.7% | +955.1% | +2,385.6% | +628.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling