+60.0%
DLR vs VMC
+22.8%
+37.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.1% |
| 7D | +3.4% | -0.5% | +3.9% | +3.5% |
| 30D | -2.2% | -9.1% | +6.9% | +0.5% |
| 3M | +4.7% | -4.1% | +8.9% | +5.6% |
| 6M | +9.0% | -5.5% | +14.5% | +10.2% |
| YTD | +24.1% | -8.9% | +33.1% | +26.3% |
| 1Y | +20.9% | -12.9% | +33.9% | +24.7% |
| 3Y | +60.0% | +22.1% | +37.9% | +44.9% |
| All | +60.0% | +22.8% | +37.2% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling