+429.0%
DLR vs AR
-33.4%
+462.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.2% |
| 7D | -3.6% | -14.3% | +10.7% | -2.7% |
| 30D | -3.5% | +1.4% | -4.9% | -3.6% |
| 3M | -8.9% | +3.4% | -12.3% | -9.2% |
| 6M | -11.6% | -2.1% | -9.5% | -11.7% |
| YTD | +14.9% | +4.7% | +10.2% | +14.0% |
| 1Y | +6.4% | +10.6% | -4.1% | +5.2% |
| 3Y | +47.3% | +24.6% | +22.7% | +43.9% |
| 5Y | +32.8% | +71.9% | -39.1% | +27.1% |
| 10Y | +169.6% | +46.4% | +123.2% | +132.6% |
| All | +429.0% | -33.4% | +462.4% | +358.9% |
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