+47.0%
DLR vs PL
+46.3%
+0.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -2.0% | +13.4% | -15.4% | -3.0% |
| 30D | +0.5% | -10.2% | +10.7% | +1.1% |
| 3M | -4.4% | -39.5% | +35.1% | -1.4% |
| 6M | -6.4% | -65.7% | +59.3% | -0.3% |
| YTD | +19.5% | -27.3% | +46.8% | +18.6% |
| 1Y | +10.5% | +15.0% | -4.5% | +5.1% |
| 3Y | +54.0% | +560.8% | -506.8% | +17.0% |
| 5Y | +39.7% | +38.4% | +1.3% | +10.9% |
| All | +47.0% | +46.3% | +0.7% | +16.5% |
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