+1,049.3%
DLR vs VYM
+487.3%
+562.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.3% |
| 7D | +2.9% | -1.0% | +3.9% | +4.0% |
| 30D | -1.2% | -2.0% | +0.9% | +1.0% |
| 3M | +2.9% | +3.1% | -0.1% | -0.3% |
| 6M | +6.7% | +8.9% | -2.2% | -2.6% |
| YTD | +23.9% | +14.7% | +9.1% | +7.0% |
| 1Y | +18.6% | +19.4% | -0.8% | -1.9% |
| 3Y | +59.7% | +65.4% | -5.7% | -7.6% |
| 5Y | +42.1% | +77.6% | -35.5% | -24.0% |
| 10Y | +176.7% | +207.8% | -31.1% | -27.8% |
| All | +1,049.3% | +487.3% | +562.0% | +24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling