+19.0%
DLR vs VMC
-8.5%
+27.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +1.6% | -4.3% | +5.9% | +2.7% |
| 30D | -3.4% | -8.2% | +4.9% | -1.3% |
| 3M | +0.5% | -7.0% | +7.5% | +1.9% |
| 6M | +4.6% | -10.8% | +15.3% | +7.0% |
| YTD | +23.4% | -7.4% | +30.8% | +24.4% |
| 1Y | +19.0% | -9.5% | +28.5% | +20.8% |
| All | +19.0% | -8.5% | +27.6% | +20.8% |
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