+553.1%
MA vs DLR
+166.0%
+387.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +2.3% | -3.6% | +5.9% | +3.5% |
| 30D | +14.7% | -3.5% | +18.1% | +15.8% |
| 3M | +13.5% | -8.9% | +22.4% | +16.5% |
| 6M | +33.1% | -11.6% | +44.7% | +37.1% |
| YTD | +15.1% | +14.9% | +0.2% | +7.6% |
| 1Y | +18.7% | +6.4% | +12.3% | +14.0% |
| 3Y | +72.1% | +47.3% | +24.8% | +41.7% |
| 5Y | +92.8% | +32.8% | +60.0% | +61.9% |
| All | +553.1% | +166.0% | +387.1% | +323.1% |
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