+171.8%
DLR vs MET
+248.0%
-76.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.3% |
| 7D | -1.3% | -2.5% | +1.2% | -0.7% |
| 30D | -2.9% | 0.0% | -2.8% | -2.9% |
| 3M | +3.2% | +13.1% | -9.8% | -0.1% |
| 6M | +3.9% | +39.0% | -35.1% | -4.7% |
| YTD | +21.4% | +25.2% | -3.8% | +14.1% |
| 1Y | +9.7% | +25.6% | -16.0% | +2.8% |
| 3Y | +56.5% | +67.1% | -10.5% | +35.2% |
| 5Y | +41.5% | +85.1% | -43.6% | +18.3% |
| All | +171.8% | +248.0% | -76.3% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MET 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling