+189.5%
DLR vs VSH
+141.4%
+48.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.8% | -8.6% | -1.6% |
| 7D | -2.0% | +12.8% | -14.8% | -4.6% |
| 30D | +0.5% | -9.0% | +9.6% | +1.6% |
| 3M | -4.4% | -12.2% | +7.8% | -3.1% |
| 6M | -6.4% | -15.9% | +9.5% | -7.6% |
| YTD | +19.5% | +103.2% | -83.8% | -3.7% |
| 1Y | +10.5% | +108.4% | -97.9% | -11.5% |
| 3Y | +54.0% | +41.6% | +12.5% | +29.3% |
| 5Y | +39.7% | +54.6% | -14.9% | +13.9% |
| 10Y | +189.5% | +138.2% | +51.3% | +102.0% |
| All | +189.5% | +141.4% | +48.1% | +102.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling