+124.0%
DLR vs NTR
+97.9%
+26.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +0.1% | -1.3% | +1.4% | +0.3% |
| 30D | -4.3% | +16.8% | -21.1% | -6.5% |
| 3M | +3.8% | +20.7% | -16.9% | +0.7% |
| 6M | +5.8% | +0.5% | +5.3% | +5.3% |
| YTD | +23.5% | +29.2% | -5.6% | +17.5% |
| 1Y | +11.1% | +39.6% | -28.5% | +4.1% |
| 3Y | +57.9% | +37.9% | +20.0% | +46.6% |
| 5Y | +44.0% | +47.1% | -3.1% | +28.3% |
| All | +124.0% | +97.9% | +26.1% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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