+177.5%
DLR vs PR
+66.7%
+110.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.4% | +3.4% |
| 7D | +2.4% | -12.4% | +14.7% | +2.5% |
| 30D | +0.7% | -6.6% | +7.3% | +0.8% |
| 3M | -6.4% | +7.5% | -13.9% | -6.5% |
| 6M | -6.5% | +10.8% | -17.3% | -6.7% |
| YTD | +18.8% | +57.0% | -38.2% | +18.1% |
| 1Y | +9.0% | +67.9% | -58.9% | +8.3% |
| 3Y | +54.5% | +87.6% | -33.1% | +53.3% |
| 5Y | +35.8% | +220.4% | -184.5% | +35.1% |
| 10Y | +177.5% | +64.8% | +112.6% | +208.2% |
| All | +177.5% | +66.7% | +110.8% | +208.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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