+119.7%
DLR vs USHY
+49.7%
+70.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +0.1% | -0.7% | +0.8% | +1.3% |
| 30D | -4.3% | -0.7% | -3.6% | -3.2% |
| 3M | +3.8% | +0.1% | +3.8% | +3.8% |
| 6M | +5.8% | +1.8% | +4.1% | +3.0% |
| YTD | +23.5% | +1.8% | +21.8% | +20.3% |
| 1Y | +11.1% | +3.3% | +7.8% | +5.7% |
| 3Y | +57.9% | +27.0% | +30.9% | +9.2% |
| 5Y | +44.0% | +21.0% | +22.9% | +7.6% |
| All | +119.7% | +49.7% | +70.0% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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