+183.0%
DLR vs MET
+198.1%
-15.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | 0.0% |
| 7D | -2.0% | 0.0% | -2.1% | -2.0% |
| 30D | +0.5% | +3.4% | -2.8% | -0.4% |
| 3M | -4.4% | +7.0% | -11.4% | -6.2% |
| 6M | -6.4% | +34.6% | -41.1% | -13.7% |
| YTD | +19.5% | +34.0% | -14.5% | +10.0% |
| 1Y | +10.5% | +35.9% | -25.4% | +1.2% |
| 3Y | +54.0% | +85.5% | -31.5% | +28.6% |
| 5Y | +39.7% | +87.8% | -48.0% | +15.5% |
| All | +183.0% | +198.1% | -15.2% | +87.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling