+177.2%
DLR vs MET
+244.1%
-66.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +2.9% | -0.8% | +3.7% | +3.1% |
| 30D | -1.2% | -1.4% | +0.2% | -0.9% |
| 3M | +2.9% | +12.5% | -9.6% | -0.3% |
| 6M | +6.7% | +37.1% | -30.4% | -1.8% |
| YTD | +23.9% | +23.8% | +0.1% | +16.8% |
| 1Y | +18.6% | +24.1% | -5.5% | +11.5% |
| 3Y | +59.7% | +65.2% | -5.5% | +38.3% |
| 5Y | +42.1% | +82.3% | -40.2% | +19.2% |
| All | +177.2% | +244.1% | -66.9% | +92.4% |
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