+165.8%
DLR vs ARMK
+136.6%
+29.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.4% |
| 7D | +3.4% | +1.7% | +1.7% | +3.2% |
| 30D | -2.2% | +3.1% | -5.3% | -2.7% |
| 3M | +4.7% | +9.2% | -4.5% | +3.4% |
| 6M | +9.0% | +43.7% | -34.7% | +3.5% |
| YTD | +24.1% | +57.4% | -33.2% | +16.3% |
| 1Y | +20.9% | +51.9% | -30.9% | +13.8% |
| 3Y | +60.0% | +125.4% | -65.4% | +41.8% |
| 5Y | +35.3% | +149.1% | -113.8% | +18.3% |
| 10Y | +165.8% | +135.4% | +30.3% | +164.3% |
| All | +165.8% | +136.6% | +29.1% | +164.3% |
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