+319.3%
DLR vs TRU
+238.0%
+81.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.9% | +6.3% | +2.0% |
| 7D | +1.6% | -6.8% | +8.3% | +3.5% |
| 30D | -3.4% | 0.0% | -3.4% | -3.6% |
| 3M | +0.5% | +13.3% | -12.8% | -3.8% |
| 6M | +4.6% | +3.4% | +1.1% | +2.3% |
| YTD | +23.4% | -6.4% | +29.8% | +23.4% |
| 1Y | +19.0% | -9.7% | +28.7% | +19.3% |
| 3Y | +56.5% | +0.1% | +56.4% | +45.0% |
| 5Y | +33.3% | -34.0% | +67.4% | +36.4% |
| 10Y | +165.1% | +147.9% | +17.3% | +93.6% |
| All | +319.3% | +238.0% | +81.3% | +197.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling