+31.4%
DLR vs AS
+134.9%
-103.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.3% |
| 7D | -3.6% | +6.9% | -10.5% | -4.5% |
| 30D | -3.5% | +16.0% | -19.5% | -5.4% |
| 3M | -8.9% | -12.8% | +3.9% | -7.4% |
| 6M | -11.6% | -15.4% | +3.8% | -9.9% |
| YTD | +14.9% | -15.7% | +30.6% | +16.5% |
| 1Y | +6.4% | +6.1% | +0.4% | +4.5% |
| All | +31.4% | +134.9% | -103.5% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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