+4.6%
DLR vs Q
+80.0%
-75.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.2% | -0.3% |
| 7D | -2.0% | +6.6% | -8.6% | -3.1% |
| 30D | +0.5% | +2.7% | -2.2% | -0.1% |
| 3M | -4.4% | -8.4% | +4.0% | -3.6% |
| 6M | -6.4% | -17.3% | +10.9% | -5.2% |
| YTD | +19.5% | +55.3% | -35.8% | +10.3% |
| 1Y | +10.5% | +31.5% | -20.9% | +3.0% |
| All | +4.6% | +80.0% | -75.4% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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