+181.2%
DLR vs Z
-16.5%
+197.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -2.3% |
| 7D | +3.3% | +0.8% | +2.5% | +3.2% |
| 30D | +4.6% | +5.2% | -0.6% | +3.6% |
| 3M | -8.3% | -17.0% | +8.8% | -6.7% |
| 6M | -5.6% | -22.7% | +17.0% | -3.4% |
| YTD | +18.7% | -56.3% | +75.0% | +30.1% |
| 1Y | +17.1% | -57.7% | +74.8% | +28.7% |
| 3Y | +54.4% | -16.5% | +70.9% | +52.5% |
| 5Y | +36.5% | -53.4% | +89.9% | +39.2% |
| All | +181.2% | -16.5% | +197.6% | +157.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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