+1,343.0%
DLR vs VIG
+655.9%
+687.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | -0.7% |
| 7D | -2.0% | -0.3% | -1.7% | -1.6% |
| 30D | +0.5% | +4.9% | -4.4% | -4.5% |
| 3M | -4.4% | +2.9% | -7.3% | -7.3% |
| 6M | -6.4% | +11.2% | -17.7% | -16.7% |
| YTD | +19.5% | +16.0% | +3.5% | +1.6% |
| 1Y | +10.5% | +17.0% | -6.4% | -6.8% |
| 3Y | +54.0% | +66.9% | -12.9% | -12.5% |
| 5Y | +39.7% | +65.8% | -26.1% | -19.7% |
| 10Y | +189.5% | +263.6% | -74.1% | -36.9% |
| All | +1,343.0% | +655.9% | +687.2% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 all: compounded portfolio wealth divided by compounded VIG 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…
all analysis · Full analysis span regression · 6 months rolling