+177.5%
DLR vs M
+3.7%
+173.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.1% | -4.7% | +2.7% |
| 7D | +2.4% | +2.5% | -0.2% | +2.1% |
| 30D | +0.7% | +10.1% | -9.3% | 0.0% |
| 3M | -6.4% | -0.9% | -5.5% | -6.5% |
| 6M | -6.5% | +30.2% | -36.7% | -8.7% |
| YTD | +18.8% | +16.3% | +2.5% | +16.8% |
| 1Y | +9.0% | +27.0% | -17.9% | +6.4% |
| 3Y | +54.5% | +154.5% | -100.0% | +40.8% |
| 5Y | +35.8% | -1.1% | +36.9% | +29.2% |
| 10Y | +177.5% | +0.5% | +177.0% | +131.8% |
| All | +177.5% | +3.7% | +173.8% | +131.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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