+100.0%
DLR vs DT
+73.5%
+26.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.2% |
| 7D | -2.0% | -5.4% | +3.4% | -1.1% |
| 30D | +0.5% | -32.2% | +32.7% | +7.0% |
| 3M | -4.4% | -10.9% | +6.5% | -3.1% |
| 6M | -6.4% | +10.0% | -16.4% | -9.3% |
| YTD | +19.5% | +2.1% | +17.4% | +16.6% |
| 1Y | +10.5% | -5.5% | +16.0% | +9.4% |
| 3Y | +54.0% | -12.4% | +66.4% | +52.6% |
| 5Y | +39.7% | -39.7% | +79.4% | +40.7% |
| All | +100.0% | +73.5% | +26.5% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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