+49.2%
DLR vs AUR
-35.7%
+84.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.2% | +1.6% |
| 7D | +0.1% | +1.4% | -1.3% | 0.0% |
| 30D | -4.3% | -6.4% | +2.1% | -3.9% |
| 3M | +3.8% | +7.7% | -3.9% | +2.7% |
| 6M | +5.8% | +44.5% | -38.7% | +1.5% |
| YTD | +23.5% | +67.4% | -43.9% | +16.6% |
| 1Y | +11.1% | +15.4% | -4.4% | +7.9% |
| 3Y | +57.9% | +94.8% | -37.0% | +38.0% |
| 5Y | +44.0% | -35.1% | +79.1% | +22.9% |
| All | +49.2% | -35.7% | +84.9% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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