+46.1%
DLR vs PL
+40.9%
+5.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.2% | -1.8% |
| 7D | +3.3% | +10.0% | -6.7% | +2.6% |
| 30D | +4.6% | -2.3% | +6.9% | +4.6% |
| 3M | -8.3% | -44.2% | +35.9% | -4.8% |
| 6M | -5.6% | -66.1% | +60.5% | +0.6% |
| YTD | +18.7% | -30.0% | +48.7% | +18.2% |
| 1Y | +17.1% | +21.0% | -3.9% | +10.9% |
| 3Y | +54.4% | +516.5% | -462.2% | +18.0% |
| 5Y | +36.5% | +32.0% | +4.5% | +8.9% |
| All | +46.1% | +40.9% | +5.1% | +16.1% |
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