+41.4%
DLR vs PL
+28.1%
+13.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.4% | -10.6% | -1.0% |
| 7D | -3.6% | -6.8% | +3.2% | -3.2% |
| 30D | -3.5% | -29.3% | +25.8% | -1.2% |
| 3M | -8.9% | -44.8% | +35.8% | -5.3% |
| 6M | -11.6% | -68.4% | +56.8% | -5.3% |
| YTD | +14.9% | -36.4% | +51.3% | +15.3% |
| 1Y | +6.4% | +0.7% | +5.7% | +2.3% |
| 3Y | +47.3% | +455.3% | -408.0% | +13.5% |
| 5Y | +32.8% | +22.7% | +10.1% | +6.6% |
| All | +41.4% | +28.1% | +13.3% | +13.2% |
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