+10.5%
DLR vs VG
+51.8%
-41.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | +0.3% |
| 7D | -2.0% | +5.5% | -7.5% | -1.9% |
| 30D | +0.5% | -3.6% | +4.1% | +0.5% |
| 3M | -4.4% | -4.0% | -0.4% | -4.3% |
| 6M | -6.4% | +9.4% | -15.8% | -5.6% |
| YTD | +19.5% | +86.6% | -67.2% | +14.4% |
| 1Y | +10.5% | +69.5% | -59.0% | +6.4% |
| All | +10.5% | +51.8% | -41.2% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 1y: compounded portfolio wealth divided by compounded VG 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…
1y analysis · Full analysis span regression · 6 months rolling