+47.3%
DLR vs ARMK
+91.9%
-44.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.7% | -1.0% |
| 7D | -3.6% | -2.6% | -1.0% | -3.2% |
| 30D | -3.5% | -5.2% | +1.7% | -2.6% |
| 3M | -8.9% | -6.5% | -2.4% | -8.0% |
| 6M | -11.6% | +15.3% | -26.8% | -13.8% |
| YTD | +14.9% | +43.6% | -28.7% | +7.4% |
| 1Y | +6.4% | +42.1% | -35.6% | -0.4% |
| 3Y | +47.3% | +94.0% | -46.7% | +35.1% |
| All | +47.3% | +91.9% | -44.7% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling