+5.0%
DLR vs VG
-50.2%
+55.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.3% | +1.0% | +3.3% |
| 7D | +2.4% | -8.3% | +10.7% | +2.8% |
| 30D | +0.7% | -10.3% | +11.1% | +1.3% |
| 3M | -6.4% | -10.8% | +4.3% | -6.0% |
| 6M | -6.5% | +3.5% | -10.0% | -7.7% |
| YTD | +18.8% | +74.0% | -55.2% | +7.4% |
| 1Y | +9.0% | +48.9% | -39.8% | +0.2% |
| All | +5.0% | -50.2% | +55.2% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling