+177.3%
DLR vs Z
-5.0%
+182.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.4% | +7.0% | +1.4% |
| 7D | +3.4% | -3.3% | +6.7% | +3.8% |
| 30D | -2.2% | -3.7% | +1.5% | -2.0% |
| 3M | +4.7% | -7.0% | +11.7% | +5.2% |
| 6M | +9.0% | -29.5% | +38.5% | +13.2% |
| YTD | +24.1% | -52.6% | +76.7% | +35.3% |
| 1Y | +20.9% | -64.0% | +84.9% | +36.4% |
| 3Y | +60.0% | -36.4% | +96.5% | +64.1% |
| 5Y | +35.3% | -65.8% | +101.0% | +41.2% |
| All | +177.3% | -5.0% | +182.4% | +144.5% |
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