+32.3%
DLR vs AR
+99.4%
-67.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +3.3% | +7.4% | -4.0% | +2.5% |
| 30D | +4.6% | +5.8% | -1.2% | +3.8% |
| 3M | -8.3% | +5.2% | -13.5% | -9.0% |
| 6M | -5.6% | +5.4% | -11.1% | -6.7% |
| YTD | +18.7% | +12.4% | +6.3% | +15.7% |
| 1Y | +17.1% | +12.8% | +4.3% | +14.0% |
| 3Y | +54.4% | +47.2% | +7.2% | +44.0% |
| All | +32.3% | +99.4% | -67.0% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling