+946.0%
DLR vs AVAV
+351.0%
+595.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.5% | -10.7% | -1.5% |
| 7D | -3.6% | -10.6% | +7.0% | -2.5% |
| 30D | -3.5% | -18.8% | +15.3% | -1.3% |
| 3M | -8.9% | -34.1% | +25.2% | -4.9% |
| 6M | -11.6% | -35.3% | +23.8% | -8.7% |
| YTD | +14.9% | -53.4% | +68.3% | +21.6% |
| 1Y | +6.4% | -65.6% | +72.1% | +16.9% |
| 3Y | +47.3% | -5.1% | +52.3% | +36.2% |
| 5Y | +32.8% | +18.5% | +14.3% | +15.5% |
| 10Y | +169.6% | +369.8% | -200.3% | +76.7% |
| All | +946.0% | +351.0% | +595.0% | +482.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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