+181.2%
DLR vs DG
+105.2%
+76.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.5% | -1.8% |
| 7D | +3.3% | +0.3% | +3.0% | +3.3% |
| 30D | +4.6% | +3.2% | +1.4% | +3.9% |
| 3M | -8.3% | +10.4% | -18.7% | -9.9% |
| 6M | -5.6% | +33.2% | -38.8% | -10.3% |
| YTD | +18.7% | +3.0% | +15.7% | +17.1% |
| 1Y | +17.1% | +31.2% | -14.1% | +10.8% |
| 3Y | +54.4% | +21.8% | +32.5% | +42.4% |
| 5Y | +36.5% | -35.0% | +71.5% | +47.5% |
| All | +181.2% | +105.2% | +76.0% | +141.4% |
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