+57.9%
DLR vs VTR
+132.9%
-75.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | -4.3% | +1.1% | -5.4% | -4.7% |
| 3M | +3.8% | +7.9% | -4.1% | +0.2% |
| 6M | +5.8% | +6.2% | -0.3% | +2.6% |
| YTD | +23.5% | +17.7% | +5.8% | +14.6% |
| 1Y | +11.1% | +32.9% | -21.8% | -2.4% |
| 3Y | +57.9% | +129.7% | -71.8% | +0.7% |
| All | +57.9% | +132.9% | -75.0% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling