+42.1%
DLR vs TRU
-36.4%
+78.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | +2.9% | -6.5% | +9.4% | +4.7% |
| 30D | -1.2% | -2.5% | +1.3% | -0.7% |
| 3M | +2.9% | +10.4% | -7.4% | -0.7% |
| 6M | +6.7% | +1.6% | +5.0% | +4.9% |
| YTD | +23.9% | -9.7% | +33.6% | +25.1% |
| 1Y | +18.6% | -17.3% | +35.9% | +22.3% |
| 3Y | +59.7% | -1.8% | +61.5% | +50.3% |
| 5Y | +42.1% | -36.2% | +78.3% | +40.2% |
| All | +42.1% | -36.4% | +78.5% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling