+177.5%
DLR vs FIVE
+596.6%
-419.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.6% | -2.2% | +2.6% |
| 7D | +2.4% | +6.2% | -3.8% | +1.5% |
| 30D | +0.7% | +18.2% | -17.4% | -1.7% |
| 3M | -6.4% | +3.8% | -10.3% | -7.2% |
| 6M | -6.5% | +13.7% | -20.3% | -8.9% |
| YTD | +18.8% | +34.7% | -15.9% | +12.6% |
| 1Y | +9.0% | +66.6% | -57.6% | +0.1% |
| 3Y | +54.5% | +44.3% | +10.2% | +39.5% |
| 5Y | +35.8% | +18.8% | +17.1% | +23.0% |
| 10Y | +177.5% | +569.2% | -391.7% | +107.5% |
| All | +177.5% | +596.6% | -419.1% | +107.5% |
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