+329.8%
DLR vs FIVE
+862.5%
-532.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -2.0% | -0.5% | -1.5% | -1.9% |
| 30D | +0.5% | +17.4% | -16.9% | -1.6% |
| 3M | -4.4% | +7.0% | -11.5% | -5.5% |
| 6M | -6.4% | +20.5% | -26.9% | -9.3% |
| YTD | +19.5% | +33.1% | -13.6% | +14.0% |
| 1Y | +10.5% | +67.1% | -56.6% | +2.2% |
| 3Y | +54.0% | +41.9% | +12.1% | +40.4% |
| 5Y | +39.7% | +21.1% | +18.7% | +27.2% |
| 10Y | +189.5% | +518.8% | -329.3% | +111.7% |
| All | +329.8% | +862.5% | -532.7% | +199.0% |
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