+62.2%
DLR vs VLTO
+54.8%
+7.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.3% |
| 7D | -3.6% | +5.4% | -9.0% | -4.4% |
| 30D | -3.5% | +22.3% | -25.8% | -6.9% |
| 3M | -8.9% | +19.6% | -28.5% | -11.8% |
| 6M | -11.6% | +35.2% | -46.7% | -17.0% |
| YTD | +14.9% | +17.9% | -3.0% | +11.5% |
| 1Y | +6.4% | +19.5% | -13.1% | +2.7% |
| 3Y | +47.3% | +73.9% | -26.7% | +29.9% |
| All | +62.2% | +54.8% | +7.4% | +46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling