+165.8%
DLR vs DAR
+367.0%
-201.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.4% | +0.1% |
| 7D | +3.4% | -0.9% | +4.3% | +3.5% |
| 30D | -2.2% | +13.0% | -15.2% | -4.1% |
| 3M | +4.7% | +15.0% | -10.3% | +2.2% |
| 6M | +9.0% | +26.8% | -17.8% | +4.5% |
| YTD | +24.1% | +86.4% | -62.3% | +11.8% |
| 1Y | +20.9% | +115.1% | -94.2% | +6.0% |
| 3Y | +60.0% | +14.6% | +45.4% | +51.6% |
| 5Y | +35.3% | -8.8% | +44.1% | +30.5% |
| 10Y | +165.8% | +356.5% | -190.8% | +89.1% |
| All | +165.8% | +367.0% | -201.3% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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