+49.4%
DLR vs S
-57.8%
+107.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.9% |
| 7D | +3.4% | -5.8% | +9.2% | +4.1% |
| 30D | -2.2% | -9.2% | +7.0% | -1.3% |
| 3M | +4.7% | +23.4% | -18.6% | +1.4% |
| 6M | +9.0% | +36.9% | -27.9% | +3.6% |
| YTD | +24.1% | +29.5% | -5.4% | +18.5% |
| 1Y | +20.9% | +5.4% | +15.5% | +18.2% |
| 3Y | +60.0% | +14.7% | +45.3% | +50.2% |
| 5Y | +35.3% | -71.5% | +106.8% | +32.6% |
| All | +49.4% | -57.8% | +107.1% | +47.1% |
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