+176.5%
DLR vs AZO
+296.8%
-120.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +0.1% | -3.6% | +3.7% | +0.9% |
| 30D | -4.3% | -5.6% | +1.2% | -3.2% |
| 3M | +3.8% | -6.6% | +10.5% | +5.0% |
| 6M | +5.8% | -22.5% | +28.3% | +11.3% |
| YTD | +23.5% | -15.2% | +38.7% | +27.1% |
| 1Y | +11.1% | -33.9% | +45.0% | +20.7% |
| 3Y | +57.9% | +11.8% | +46.1% | +49.4% |
| 5Y | +44.0% | +85.5% | -41.6% | +19.5% |
| All | +176.5% | +296.8% | -120.4% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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