+55.2%
DLR vs VYM
+64.0%
-8.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.5% |
| 7D | -1.3% | -1.9% | +0.6% | +0.5% |
| 30D | -2.9% | -2.6% | -0.3% | -0.4% |
| 3M | +3.2% | +3.6% | -0.4% | -0.1% |
| 6M | +3.9% | +8.7% | -4.8% | -3.7% |
| YTD | +21.4% | +14.1% | +7.3% | +7.6% |
| 1Y | +9.7% | +17.8% | -8.1% | -5.6% |
| All | +55.2% | +64.0% | -8.8% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling