+9.7%
DLR vs VMC
-13.8%
+23.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.2% | -2.0% |
| 7D | -1.3% | -3.7% | +2.4% | -0.4% |
| 30D | -2.9% | -12.8% | +9.9% | +0.5% |
| 3M | +3.2% | -7.9% | +11.1% | +4.8% |
| 6M | +3.9% | -7.5% | +11.4% | +5.4% |
| YTD | +21.4% | -11.6% | +33.1% | +23.5% |
| 1Y | +9.7% | -14.3% | +23.9% | +12.1% |
| All | +9.7% | -13.8% | +23.5% | +12.1% |
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