+176.5%
DLR vs TRI
+196.2%
-19.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.2% |
| 7D | +0.1% | -7.9% | +8.0% | +2.5% |
| 30D | -4.3% | -4.5% | +0.2% | -3.4% |
| 3M | +3.8% | +22.1% | -18.3% | -5.1% |
| 6M | +5.8% | -2.8% | +8.6% | +3.8% |
| YTD | +23.5% | -23.4% | +47.0% | +32.9% |
| 1Y | +11.1% | -41.5% | +52.6% | +35.8% |
| 3Y | +57.9% | -19.2% | +77.1% | +59.3% |
| 5Y | +44.0% | -9.4% | +53.4% | +34.9% |
| All | +176.5% | +196.2% | -19.8% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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