+814.9%
DLR vs MSCI
+3,095.4%
-2,280.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.6% |
| 7D | -3.6% | +2.8% | -6.4% | -4.6% |
| 30D | -3.5% | +15.4% | -18.9% | -8.6% |
| 3M | -8.9% | +13.4% | -22.3% | -13.4% |
| 6M | -11.6% | +10.9% | -22.5% | -16.0% |
| YTD | +14.9% | +13.0% | +1.9% | +7.4% |
| 1Y | +6.4% | +12.0% | -5.6% | -0.3% |
| 3Y | +47.3% | +34.1% | +13.2% | +25.4% |
| 5Y | +32.8% | +3.9% | +28.9% | +21.8% |
| 10Y | +169.6% | +802.0% | -632.5% | -1.8% |
| All | +814.9% | +3,095.4% | -2,280.5% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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