+313.4%
DLR vs FIVE
+822.5%
-509.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -3.6% | -0.3% | -3.3% | -3.6% |
| 30D | -3.5% | +17.7% | -21.1% | -5.5% |
| 3M | -8.9% | +4.0% | -12.9% | -9.6% |
| 6M | -11.6% | +2.6% | -14.2% | -12.4% |
| YTD | +14.9% | +27.6% | -12.7% | +10.3% |
| 1Y | +6.4% | +59.9% | -53.5% | -1.0% |
| 3Y | +47.3% | +35.8% | +11.5% | +35.0% |
| 5Y | +32.8% | +14.4% | +18.4% | +21.8% |
| 10Y | +169.6% | +576.1% | -406.6% | +95.8% |
| All | +313.4% | +822.5% | -509.1% | +189.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling