+176.5%
DLR vs MKTX
+5.0%
+171.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | -4.3% | +0.7% | -5.0% | -4.5% |
| 3M | +3.8% | +40.8% | -37.0% | -5.0% |
| 6M | +5.8% | -8.0% | +13.8% | +7.0% |
| YTD | +23.5% | -8.7% | +32.3% | +24.9% |
| 1Y | +11.1% | -11.8% | +22.9% | +12.9% |
| 3Y | +57.9% | -24.0% | +81.9% | +60.9% |
| 5Y | +44.0% | -60.3% | +104.3% | +72.0% |
| All | +176.5% | +5.0% | +171.4% | +172.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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