+176.5%
DLR vs VYM
+209.2%
-32.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.2% |
| 7D | +0.1% | -0.8% | +0.9% | +0.8% |
| 30D | -4.3% | -2.2% | -2.1% | -2.5% |
| 3M | +3.8% | +3.1% | +0.8% | +1.4% |
| 6M | +5.8% | +9.7% | -3.9% | -1.6% |
| YTD | +23.5% | +14.9% | +8.6% | +10.6% |
| 1Y | +11.1% | +17.6% | -6.5% | -2.3% |
| 3Y | +57.9% | +65.3% | -7.4% | +6.0% |
| 5Y | +44.0% | +78.7% | -34.8% | -8.2% |
| All | +176.5% | +209.2% | -32.7% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling