+181.2%
DLR vs AR
+57.4%
+123.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +3.3% | +7.4% | -4.0% | +2.8% |
| 30D | +4.6% | +5.8% | -1.2% | +4.2% |
| 3M | -8.3% | +5.2% | -13.5% | -8.7% |
| 6M | -5.6% | +5.4% | -11.1% | -6.2% |
| YTD | +18.7% | +12.4% | +6.3% | +17.2% |
| 1Y | +17.1% | +12.8% | +4.3% | +15.5% |
| 3Y | +54.4% | +47.2% | +7.2% | +49.0% |
| 5Y | +36.5% | +101.1% | -64.7% | +28.9% |
| All | +181.2% | +57.4% | +123.8% | +149.0% |
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