+3,595.6%
DLR vs D
+407.0%
+3,188.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +1.6% | +1.5% | +0.1% | +0.8% |
| 30D | -3.4% | -2.6% | -0.8% | -1.9% |
| 3M | +0.5% | 0.0% | +0.5% | +0.3% |
| 6M | +4.6% | +7.4% | -2.8% | -0.2% |
| YTD | +23.4% | +15.9% | +7.5% | +12.6% |
| 1Y | +19.0% | +18.1% | +0.9% | +7.1% |
| 3Y | +56.5% | +58.4% | -1.9% | +13.8% |
| 5Y | +33.3% | +5.2% | +28.1% | +23.6% |
| 10Y | +165.1% | +35.9% | +129.3% | +101.3% |
| All | +3,595.6% | +407.0% | +3,188.7% | +1,336.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling