+171.8%
DLR vs VSH
+179.3%
-7.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.8% |
| 7D | -1.3% | +3.1% | -4.4% | -1.9% |
| 30D | -2.9% | -5.7% | +2.9% | -1.9% |
| 3M | +3.2% | -42.5% | +45.7% | +12.9% |
| 6M | +3.9% | +82.7% | -78.8% | -12.7% |
| YTD | +21.4% | +118.2% | -96.8% | -2.4% |
| 1Y | +9.7% | +109.7% | -100.0% | -11.6% |
| 3Y | +56.5% | +35.3% | +21.3% | +34.5% |
| 5Y | +41.5% | +65.6% | -24.1% | +15.0% |
| All | +171.8% | +179.3% | -7.5% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VSH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling