+186.6%
DLR vs FIVE
+505.3%
-318.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.5% |
| 7D | +5.0% | +2.4% | +2.6% | +4.7% |
| 30D | +3.0% | +15.8% | -12.9% | +0.8% |
| 3M | -6.3% | +3.8% | -10.0% | -7.0% |
| 6M | -4.8% | +18.5% | -23.3% | -7.7% |
| YTD | +21.0% | +31.2% | -10.2% | +15.1% |
| 1Y | +15.1% | +61.8% | -46.7% | +6.1% |
| 3Y | +56.0% | +39.9% | +16.1% | +41.4% |
| 5Y | +39.1% | +18.3% | +20.8% | +26.0% |
| All | +186.6% | +505.3% | -318.7% | +111.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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