+165.8%
DLR vs M
-6.4%
+172.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.8% |
| 7D | +3.4% | +2.4% | +1.0% | +3.2% |
| 30D | -2.2% | -11.6% | +9.4% | -1.3% |
| 3M | +4.7% | +1.6% | +3.1% | +4.5% |
| 6M | +9.0% | +25.2% | -16.2% | +6.9% |
| YTD | +24.1% | +3.8% | +20.4% | +23.3% |
| 1Y | +20.9% | +36.3% | -15.4% | +17.4% |
| 3Y | +60.0% | +116.3% | -56.3% | +47.7% |
| 5Y | +35.3% | +28.2% | +7.1% | +27.3% |
| 10Y | +165.8% | -3.4% | +169.1% | +117.9% |
| All | +165.8% | -6.4% | +172.1% | +117.9% |
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