+42.1%
DLR vs VMC
+48.3%
-6.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.0% | +1.0% |
| 7D | +2.9% | -5.3% | +8.2% | +5.1% |
| 30D | -1.2% | -12.3% | +11.1% | +3.8% |
| 3M | +2.9% | -10.3% | +13.2% | +6.7% |
| 6M | +6.7% | -8.6% | +15.2% | +9.5% |
| YTD | +23.9% | -11.9% | +35.8% | +28.3% |
| 1Y | +18.6% | -13.9% | +32.5% | +23.8% |
| 3Y | +59.7% | +18.2% | +41.5% | +40.8% |
| 5Y | +42.1% | +47.7% | -5.7% | +9.7% |
| All | +42.1% | +48.3% | -6.2% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling