+176.5%
DLR vs USFR
+28.1%
+148.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.7% | +1.7% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -4.3% | +0.4% | -4.7% | -4.2% |
| 3M | +3.8% | +1.0% | +2.8% | +4.0% |
| 6M | +5.8% | +2.0% | +3.9% | +6.2% |
| YTD | +23.5% | +2.8% | +20.8% | +24.1% |
| 1Y | +11.1% | +4.1% | +7.0% | +11.8% |
| 3Y | +57.9% | +14.1% | +43.7% | +62.7% |
| 5Y | +44.0% | +20.6% | +23.4% | +51.7% |
| All | +176.5% | +28.1% | +148.3% | +206.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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