+3,592.8%
DLR vs MKTX
+1,445.7%
+2,147.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +3.4% | +0.4% | +3.0% | +3.3% |
| 30D | -2.2% | +1.0% | -3.2% | -2.5% |
| 3M | +4.7% | +41.3% | -36.5% | -6.3% |
| 6M | +9.0% | -11.3% | +20.3% | +10.9% |
| YTD | +24.1% | -8.6% | +32.7% | +24.9% |
| 1Y | +20.9% | -11.1% | +32.0% | +22.2% |
| 3Y | +60.0% | -24.5% | +84.5% | +63.4% |
| 5Y | +35.3% | -61.4% | +96.7% | +64.5% |
| 10Y | +165.8% | +6.8% | +158.9% | +126.2% |
| All | +3,592.8% | +1,445.7% | +2,147.2% | +923.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling