+468.2%
DLR vs AR
-27.2%
+495.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +1.6% | +2.5% | -0.9% | +1.4% |
| 30D | -3.4% | +14.8% | -18.2% | -4.2% |
| 3M | +0.5% | +6.2% | -5.7% | 0.0% |
| 6M | +4.6% | +4.3% | +0.3% | +4.0% |
| YTD | +23.4% | +14.4% | +9.1% | +22.0% |
| 1Y | +19.0% | +21.3% | -2.3% | +17.1% |
| 3Y | +56.5% | +39.8% | +16.7% | +52.0% |
| 5Y | +33.3% | +142.1% | -108.8% | +25.6% |
| 10Y | +165.1% | +52.0% | +113.1% | +128.0% |
| All | +468.2% | -27.2% | +495.5% | +390.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling