+57.9%
DLR vs AZO
+10.0%
+47.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +0.1% | -3.6% | +3.7% | +0.5% |
| 30D | -4.3% | -5.6% | +1.2% | -3.7% |
| 3M | +3.8% | -6.6% | +10.5% | +4.4% |
| 6M | +5.8% | -22.5% | +28.3% | +9.2% |
| YTD | +23.5% | -15.2% | +38.7% | +25.9% |
| 1Y | +11.1% | -33.9% | +45.0% | +16.9% |
| 3Y | +57.9% | +11.8% | +46.1% | +45.3% |
| All | +57.9% | +10.0% | +47.8% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling