+176.5%
DLR vs BG
+166.7%
+9.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.5% | +1.9% |
| 7D | +0.1% | +3.1% | -3.0% | -0.2% |
| 30D | -4.3% | +10.2% | -14.5% | -5.4% |
| 3M | +3.8% | -1.7% | +5.5% | +3.8% |
| 6M | +5.8% | +1.0% | +4.9% | +5.4% |
| YTD | +23.5% | +39.9% | -16.4% | +18.3% |
| 1Y | +11.1% | +53.2% | -42.1% | +5.0% |
| 3Y | +57.9% | +16.3% | +41.6% | +53.4% |
| 5Y | +44.0% | +83.9% | -39.9% | +29.7% |
| All | +176.5% | +166.7% | +9.8% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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