+162.4%
DLR vs PR
+66.0%
+96.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.3% |
| 7D | -3.6% | -16.4% | +12.8% | -3.4% |
| 30D | -3.5% | -1.9% | -1.6% | -3.5% |
| 3M | -8.9% | +8.0% | -16.9% | -9.0% |
| 6M | -11.6% | +4.1% | -15.7% | -11.6% |
| YTD | +14.9% | +58.7% | -43.8% | +14.2% |
| 1Y | +6.4% | +75.8% | -69.4% | +5.7% |
| 3Y | +47.3% | +73.2% | -25.9% | +46.2% |
| 5Y | +32.8% | +230.1% | -197.3% | +32.1% |
| All | +162.4% | +66.0% | +96.3% | +189.5% |
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