+574.8%
DLR vs ARMK
+350.8%
+224.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | +1.6% | -2.4% | +4.0% | +1.9% |
| 30D | -3.4% | 0.0% | -3.4% | -3.4% |
| 3M | +0.5% | +6.7% | -6.2% | -0.5% |
| 6M | +4.6% | +38.8% | -34.3% | -0.4% |
| YTD | +23.4% | +55.2% | -31.8% | +15.5% |
| 1Y | +19.0% | +46.6% | -27.6% | +12.2% |
| 3Y | +56.5% | +112.9% | -56.4% | +38.9% |
| 5Y | +33.3% | +144.0% | -110.6% | +15.9% |
| 10Y | +165.1% | +132.4% | +32.7% | +141.8% |
| All | +574.8% | +350.8% | +224.0% | +466.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling