+61.4%
T vs DLR
+188.5%
-127.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.4% |
| 7D | +2.0% | -2.0% | +4.0% | +2.3% |
| 30D | -1.0% | +0.5% | -1.6% | -1.3% |
| 3M | -8.1% | -4.4% | -3.7% | -7.6% |
| 6M | -8.3% | -6.4% | -1.8% | -7.5% |
| YTD | -6.1% | +19.5% | -25.6% | -10.1% |
| 1Y | -7.4% | +10.5% | -17.9% | -10.0% |
| 3Y | +65.4% | +54.0% | +11.4% | +45.2% |
| 5Y | +57.6% | +39.7% | +17.9% | +39.2% |
| 10Y | +61.4% | +189.5% | -128.1% | +18.3% |
| All | +61.4% | +188.5% | -127.2% | +18.3% |
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