+41.5%
DLR vs AU
+673.1%
-631.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | -1.4% |
| 7D | -1.3% | -7.0% | +5.7% | -0.4% |
| 30D | -2.9% | +7.3% | -10.1% | -3.8% |
| 3M | +3.2% | +33.2% | -30.0% | -0.8% |
| 6M | +3.9% | -0.6% | +4.5% | +2.8% |
| YTD | +21.4% | +26.2% | -4.7% | +16.1% |
| 1Y | +9.7% | +68.3% | -58.6% | +0.6% |
| 3Y | +56.5% | +592.1% | -535.6% | +13.3% |
| 5Y | +41.5% | +685.3% | -643.7% | -2.5% |
| All | +41.5% | +673.1% | -631.6% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 5y: compounded portfolio wealth divided by compounded AU 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…
5y analysis · Full analysis span regression · 6 months rolling