+165.8%
DLR vs AR
+45.1%
+120.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.6% |
| 7D | +3.4% | -1.8% | +5.2% | +3.5% |
| 30D | -2.2% | +12.6% | -14.8% | -3.0% |
| 3M | +4.7% | +10.0% | -5.3% | +3.9% |
| 6M | +9.0% | +0.6% | +8.4% | +8.7% |
| YTD | +24.1% | +13.4% | +10.7% | +22.6% |
| 1Y | +20.9% | +21.7% | -0.8% | +18.7% |
| 3Y | +60.0% | +45.8% | +14.2% | +54.5% |
| 5Y | +35.3% | +144.3% | -109.0% | +26.4% |
| 10Y | +165.8% | +41.8% | +124.0% | +143.6% |
| All | +165.8% | +45.1% | +120.6% | +143.6% |
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