+67.3%
F vs DLR
+188.2%
-120.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.7% |
| 7D | -3.1% | +3.3% | -6.4% | -4.2% |
| 30D | 0.0% | +4.6% | -4.6% | -1.6% |
| 3M | -13.2% | -8.3% | -4.9% | -11.1% |
| 6M | -10.2% | -5.6% | -4.6% | -9.3% |
| YTD | -4.9% | +18.7% | -23.7% | -11.4% |
| 1Y | -6.1% | +17.1% | -23.2% | -12.2% |
| 3Y | +46.0% | +54.4% | -8.4% | +21.7% |
| 5Y | -15.7% | +36.5% | -52.2% | -29.3% |
| All | +67.3% | +188.2% | -120.9% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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