+634.2%
DLR vs DG
+631.4%
+2.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.4% |
| 7D | +0.3% | +5.2% | -4.9% | -0.5% |
| 30D | +1.2% | +7.9% | -6.7% | -0.3% |
| 3M | -4.8% | +12.7% | -17.5% | -7.0% |
| 6M | -6.1% | +22.4% | -28.6% | -9.9% |
| YTD | +19.3% | +5.4% | +13.9% | +17.1% |
| 1Y | +10.0% | +39.4% | -29.4% | +2.5% |
| 3Y | +53.8% | +24.1% | +29.7% | +41.1% |
| 5Y | +39.1% | -32.2% | +71.3% | +44.6% |
| 10Y | +188.1% | +111.8% | +76.3% | +135.0% |
| All | +634.2% | +631.4% | +2.8% | +349.3% |
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