+181.2%
DLR vs USFR
+28.6%
+152.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +3.3% | +0.1% | +3.3% | +3.3% |
| 30D | +4.6% | +0.4% | +4.2% | +4.7% |
| 3M | -8.3% | +1.1% | -9.3% | -8.1% |
| 6M | -5.6% | +2.0% | -7.7% | -5.3% |
| YTD | +18.7% | +3.5% | +15.3% | +19.4% |
| 1Y | +17.1% | +4.1% | +13.0% | +17.9% |
| 3Y | +54.4% | +14.4% | +40.0% | +59.1% |
| 5Y | +36.5% | +21.4% | +15.1% | +44.0% |
| All | +181.2% | +28.6% | +152.6% | +213.8% |
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