+53.8%
DLR vs VSH
+32.2%
+21.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | +0.3% | -1.6% | +1.9% | +0.3% |
| 30D | +1.2% | -21.3% | +22.5% | +4.4% |
| 3M | -4.8% | -18.9% | +14.1% | -2.4% |
| 6M | -6.1% | -21.4% | +15.3% | -6.5% |
| YTD | +19.3% | +86.8% | -67.5% | -0.6% |
| 1Y | +10.0% | +85.8% | -75.8% | -8.4% |
| 3Y | +53.8% | +30.1% | +23.7% | +33.1% |
| All | +53.8% | +32.2% | +21.6% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling