+181.2%
DLR vs RF
+223.4%
-42.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.1% |
| 7D | +3.3% | +1.9% | +1.4% | +3.0% |
| 30D | +4.6% | +7.3% | -2.7% | +3.3% |
| 3M | -8.3% | -7.9% | -0.4% | -7.0% |
| 6M | -5.6% | +10.5% | -16.1% | -7.3% |
| YTD | +18.7% | +9.6% | +9.1% | +16.5% |
| 1Y | +17.1% | +20.3% | -3.2% | +13.0% |
| 3Y | +54.4% | +119.5% | -65.2% | +33.5% |
| 5Y | +36.5% | +48.2% | -11.7% | +23.8% |
| All | +181.2% | +223.4% | -42.2% | +124.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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