+176.7%
DLR vs SM
+16.0%
+160.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | +2.9% | -0.2% | +3.1% | +2.9% |
| 30D | -1.2% | +20.3% | -21.4% | -1.6% |
| 3M | +2.9% | +22.9% | -20.0% | +2.3% |
| 6M | +6.7% | +47.8% | -41.2% | +5.4% |
| YTD | +23.9% | +107.5% | -83.6% | +21.1% |
| 1Y | +18.6% | +51.7% | -33.1% | +16.9% |
| 3Y | +59.7% | -0.9% | +60.5% | +58.1% |
| 5Y | +42.1% | +112.2% | -70.2% | +38.6% |
| 10Y | +176.7% | +20.3% | +156.4% | +155.4% |
| All | +176.7% | +16.0% | +160.7% | +155.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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