+176.7%
DLR vs DG
+102.6%
+74.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.2% |
| 7D | +2.9% | -4.8% | +7.7% | +3.6% |
| 30D | -1.2% | +1.8% | -2.9% | -1.5% |
| 3M | +2.9% | +14.5% | -11.5% | +0.5% |
| 6M | +6.7% | -13.6% | +20.2% | +8.6% |
| YTD | +23.9% | -4.8% | +28.7% | +24.0% |
| 1Y | +18.6% | +21.6% | -2.9% | +13.7% |
| 3Y | +59.7% | +4.5% | +55.2% | +52.3% |
| 5Y | +42.1% | -38.5% | +80.5% | +54.3% |
| 10Y | +176.7% | +102.2% | +74.5% | +137.7% |
| All | +176.7% | +102.6% | +74.1% | +137.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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