+13.0%
DLR vs VMC
+3.7%
+9.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.6% | -2.0% | +1.4% |
| 7D | +2.8% | +12.3% | -9.5% | -0.4% |
| 30D | +2.8% | +21.2% | -18.4% | -2.6% |
| 3M | -4.0% | +4.6% | -8.6% | -5.4% |
| 6M | -5.6% | +3.9% | -9.5% | -7.2% |
| YTD | +21.9% | +5.0% | +17.0% | +16.7% |
| 1Y | +13.0% | +2.6% | +10.4% | +9.4% |
| All | +13.0% | +3.7% | +9.3% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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