+3,617.4%
DLR vs VTR
+667.9%
+2,949.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | +3.4% | -2.4% | +5.8% | +4.6% |
| 30D | -2.2% | -3.7% | +1.5% | -0.5% |
| 3M | +4.7% | +13.5% | -8.8% | -2.4% |
| 6M | +9.0% | +7.2% | +1.8% | +4.3% |
| YTD | +24.1% | +17.6% | +6.6% | +13.2% |
| 1Y | +20.9% | +35.4% | -14.4% | +2.5% |
| 3Y | +60.0% | +132.8% | -72.8% | +1.2% |
| 5Y | +35.3% | +88.7% | -53.4% | -6.2% |
| 10Y | +165.8% | +87.6% | +78.1% | +49.6% |
| All | +3,617.4% | +667.9% | +2,949.5% | +718.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VTR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling