+186.6%
DLR vs IT
+88.7%
+97.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.5% |
| 7D | +5.0% | -3.7% | +8.7% | +5.6% |
| 30D | +3.0% | -3.1% | +6.1% | +3.0% |
| 3M | -6.3% | +6.3% | -12.6% | -8.3% |
| 6M | -4.8% | +24.8% | -29.5% | -10.8% |
| YTD | +21.0% | -24.4% | +45.4% | +24.5% |
| 1Y | +15.1% | -17.1% | +32.2% | +15.8% |
| 3Y | +56.0% | -53.6% | +109.6% | +76.9% |
| 5Y | +39.1% | -42.5% | +81.6% | +46.9% |
| All | +186.6% | +88.7% | +97.9% | +135.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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