+344.0%
DLR vs FIVE
+868.1%
-524.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -0.4% |
| 7D | +1.6% | +4.3% | -2.7% | +1.0% |
| 30D | -3.4% | +12.5% | -15.9% | -5.0% |
| 3M | +0.5% | +31.2% | -30.7% | -3.3% |
| 6M | +4.6% | +14.4% | -9.8% | +2.0% |
| YTD | +23.4% | +33.9% | -10.5% | +17.8% |
| 1Y | +19.0% | +65.1% | -46.0% | +10.2% |
| 3Y | +56.5% | +49.0% | +7.6% | +41.8% |
| 5Y | +33.3% | +30.3% | +3.0% | +20.4% |
| 10Y | +165.1% | +481.1% | -316.0% | +94.9% |
| All | +344.0% | +868.1% | -524.1% | +209.0% |
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