+176.5%
DLR vs SU
+267.2%
-90.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.9% | +1.7% |
| 7D | +0.1% | +2.2% | -2.1% | -0.1% |
| 30D | -4.3% | +8.4% | -12.7% | -5.2% |
| 3M | +3.8% | +12.1% | -8.3% | +2.4% |
| 6M | +5.8% | +19.7% | -13.8% | +3.3% |
| YTD | +23.5% | +58.4% | -34.9% | +16.8% |
| 1Y | +11.1% | +67.2% | -56.2% | +4.3% |
| 3Y | +57.9% | +125.0% | -67.2% | +42.6% |
| 5Y | +44.0% | +355.1% | -311.1% | +20.4% |
| All | +176.5% | +267.2% | -90.8% | +122.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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