+35.3%
DLR vs VSH
+65.5%
-30.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | +3.4% | +6.2% | -2.8% | +2.1% |
| 30D | -2.2% | -11.1% | +8.9% | -0.1% |
| 3M | +4.7% | -44.9% | +49.6% | +15.9% |
| 6M | +9.0% | +90.0% | -80.9% | -11.6% |
| YTD | +24.1% | +118.8% | -94.7% | -3.6% |
| 1Y | +20.9% | +109.0% | -88.0% | -5.6% |
| 3Y | +60.0% | +35.6% | +24.4% | +37.4% |
| 5Y | +35.3% | +66.7% | -31.4% | +3.4% |
| All | +35.3% | +65.5% | -30.2% | +3.4% |
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