+183.0%
DLR vs ARMK
+130.7%
+52.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -2.0% | +2.8% | -4.8% | -2.4% |
| 30D | +0.5% | -1.8% | +2.3% | +0.8% |
| 3M | -4.4% | -10.9% | +6.4% | -3.0% |
| 6M | -6.4% | +21.2% | -27.7% | -9.0% |
| YTD | +19.5% | +47.0% | -27.5% | +13.0% |
| 1Y | +10.5% | +42.9% | -32.3% | +4.9% |
| 3Y | +54.0% | +95.0% | -41.0% | +39.4% |
| 5Y | +39.7% | +106.2% | -66.5% | +24.8% |
| All | +183.0% | +130.7% | +52.2% | +173.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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