+35.3%
DLR vs DT
-28.6%
+63.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +1.2% |
| 7D | +3.4% | -4.9% | +8.3% | +4.3% |
| 30D | -2.2% | +2.7% | -4.9% | -2.9% |
| 3M | +4.7% | +20.0% | -15.2% | +0.6% |
| 6M | +9.0% | +28.0% | -19.0% | +2.6% |
| YTD | +24.1% | +16.0% | +8.1% | +18.9% |
| 1Y | +20.9% | +0.7% | +20.2% | +19.2% |
| 3Y | +60.0% | +6.2% | +53.8% | +53.3% |
| 5Y | +35.3% | -28.1% | +63.4% | +26.2% |
| All | +35.3% | -28.6% | +63.9% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling