+46.1%
DLR vs PL
+46.6%
-0.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +14.5% | -11.1% | +2.3% |
| 7D | +2.4% | +10.9% | -8.5% | +1.5% |
| 30D | +0.7% | -16.4% | +17.1% | +1.8% |
| 3M | -6.4% | -39.9% | +33.5% | -3.4% |
| 6M | -6.5% | -63.2% | +56.7% | -1.0% |
| YTD | +18.8% | -27.1% | +45.9% | +17.9% |
| 1Y | +9.0% | +12.2% | -3.1% | +3.9% |
| 3Y | +54.5% | +584.3% | -529.8% | +17.0% |
| 5Y | +35.8% | +37.0% | -1.1% | +8.2% |
| All | +46.1% | +46.6% | -0.5% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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