+39.1%
DLR vs VSH
+46.3%
-7.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.1% |
| 7D | +0.3% | -1.6% | +1.9% | +0.3% |
| 30D | +1.2% | -21.3% | +22.5% | +5.3% |
| 3M | -4.8% | -18.9% | +14.1% | -1.8% |
| 6M | -6.1% | -21.4% | +15.3% | -6.7% |
| YTD | +19.3% | +86.8% | -67.5% | -5.7% |
| 1Y | +10.0% | +85.8% | -75.8% | -13.1% |
| 3Y | +53.8% | +30.1% | +23.7% | +29.3% |
| 5Y | +39.1% | +42.8% | -3.7% | +9.6% |
| All | +39.1% | +46.3% | -7.2% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling