+67.7%
DLR vs VLTO
+56.1%
+11.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +3.3% |
| 7D | +2.4% | +2.0% | +0.3% | +2.0% |
| 30D | +0.7% | +21.8% | -21.0% | -2.8% |
| 3M | -6.4% | +20.2% | -26.6% | -9.5% |
| 6M | -6.5% | +36.3% | -42.9% | -12.4% |
| YTD | +18.8% | +18.8% | 0.0% | +15.2% |
| 1Y | +9.0% | +20.4% | -11.4% | +5.1% |
| 3Y | +54.5% | +71.9% | -17.4% | +36.7% |
| All | +67.7% | +56.1% | +11.6% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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