+52.1%
DLR vs COMP
-51.7%
+103.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.2% |
| 7D | -2.0% | +2.2% | -4.2% | -2.4% |
| 30D | +0.5% | +16.3% | -15.8% | -1.6% |
| 3M | -4.4% | -19.1% | +14.7% | -2.5% |
| 6M | -6.4% | +17.1% | -23.6% | -9.3% |
| YTD | +19.5% | -2.9% | +22.4% | +17.0% |
| 1Y | +10.5% | +8.8% | +1.7% | +6.5% |
| 3Y | +54.0% | +423.5% | -369.5% | +14.9% |
| 5Y | +39.7% | -10.5% | +50.2% | +11.7% |
| All | +52.1% | -51.7% | +103.8% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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