+659.5%
DLR vs DG
+606.1%
+53.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +1.6% | +8.4% | -6.8% | +0.2% |
| 30D | -3.4% | +4.9% | -8.3% | -4.2% |
| 3M | +0.5% | +29.3% | -28.8% | -4.0% |
| 6M | +4.6% | -11.3% | +15.8% | +6.1% |
| YTD | +23.4% | +1.8% | +21.7% | +22.2% |
| 1Y | +19.0% | +25.3% | -6.3% | +13.2% |
| 3Y | +56.5% | +9.1% | +47.4% | +47.7% |
| 5Y | +33.3% | -34.9% | +68.2% | +39.9% |
| 10Y | +165.1% | +108.2% | +57.0% | +117.2% |
| All | +659.5% | +606.1% | +53.4% | +368.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling