+6.4%
DLR vs VG
+48.6%
-42.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -3.6% | -22.0% | +18.4% | -4.4% |
| 30D | -3.5% | -11.6% | +8.2% | -3.7% |
| 3M | -8.9% | -14.9% | +6.0% | -9.2% |
| 6M | -11.6% | -3.5% | -8.0% | -11.3% |
| YTD | +14.9% | +70.0% | -55.1% | +10.2% |
| 1Y | +6.4% | +50.0% | -43.6% | +2.3% |
| All | +6.4% | +48.6% | -42.2% | +2.3% |
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