+42.9%
DLR vs S
-51.7%
+94.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +3.3% | +2.0% | +1.3% | +3.0% |
| 30D | +4.6% | -2.7% | +7.3% | +4.8% |
| 3M | -8.3% | -6.9% | -1.4% | -8.0% |
| 6M | -5.6% | +38.1% | -43.7% | -10.3% |
| YTD | +18.7% | +48.0% | -29.3% | +11.0% |
| 1Y | +17.1% | +34.5% | -17.4% | +10.6% |
| 3Y | +54.4% | +38.3% | +16.0% | +41.1% |
| 5Y | +36.5% | -70.9% | +107.4% | +33.2% |
| All | +42.9% | -51.7% | +94.6% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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