+188.1%
DLR vs DAR
+269.9%
-81.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.3% | +0.7% |
| 7D | +0.3% | -3.8% | +4.2% | +0.9% |
| 30D | +1.2% | -14.4% | +15.6% | +3.5% |
| 3M | -4.8% | -17.9% | +13.1% | -2.2% |
| 6M | -6.1% | -18.3% | +12.2% | -3.8% |
| YTD | +19.3% | +43.2% | -23.9% | +11.8% |
| 1Y | +10.0% | +57.7% | -47.7% | +1.3% |
| 3Y | +53.8% | +22.7% | +31.1% | +43.9% |
| 5Y | +39.1% | -34.0% | +73.1% | +40.6% |
| 10Y | +188.1% | +279.5% | -91.3% | +116.1% |
| All | +188.1% | +269.9% | -81.8% | +116.1% |
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