+176.5%
DLR vs TRU
+147.2%
+29.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.8% | +1.4% |
| 7D | +0.1% | -2.7% | +2.8% | +0.9% |
| 30D | -4.3% | -2.0% | -2.3% | -3.9% |
| 3M | +3.8% | +18.4% | -14.6% | -2.2% |
| 6M | +5.8% | +8.9% | -3.0% | +1.8% |
| YTD | +23.5% | -8.9% | +32.5% | +24.5% |
| 1Y | +11.1% | -15.9% | +27.0% | +14.1% |
| 3Y | +57.9% | -1.1% | +59.0% | +45.9% |
| 5Y | +44.0% | -35.2% | +79.2% | +49.0% |
| All | +176.5% | +147.2% | +29.3% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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