+186.6%
DLR vs AR
+57.2%
+129.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | +5.0% | +6.4% | -1.4% | +4.6% |
| 30D | +3.0% | +3.1% | -0.1% | +2.7% |
| 3M | -6.3% | +3.3% | -9.5% | -6.6% |
| 6M | -4.8% | +6.6% | -11.3% | -5.4% |
| YTD | +21.0% | +12.3% | +8.7% | +19.5% |
| 1Y | +15.1% | +12.3% | +2.8% | +13.6% |
| 3Y | +56.0% | +50.4% | +5.5% | +50.4% |
| 5Y | +39.1% | +101.0% | -61.9% | +31.4% |
| All | +186.6% | +57.2% | +129.4% | +153.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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