+160.7%
DLR vs FIVE
+477.5%
-316.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -0.4% |
| 7D | +1.6% | +4.3% | -2.7% | +0.9% |
| 30D | -3.4% | +12.5% | -15.9% | -5.2% |
| 3M | +0.5% | +31.2% | -30.7% | -3.7% |
| 6M | +4.6% | +14.4% | -9.8% | +1.8% |
| YTD | +23.4% | +33.9% | -10.5% | +17.2% |
| 1Y | +19.0% | +65.1% | -46.0% | +9.2% |
| 3Y | +56.5% | +49.0% | +7.6% | +40.4% |
| 5Y | +33.3% | +30.3% | +3.0% | +19.0% |
| All | +160.7% | +477.5% | -316.8% | +89.4% |
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