+68.4%
T vs DLR
+168.0%
-99.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | -3.1% | +2.9% | -6.0% | -3.6% |
| 30D | +4.6% | -1.2% | +5.7% | +4.7% |
| 3M | +12.2% | +2.9% | +9.3% | +11.3% |
| 6M | -6.5% | +6.7% | -13.1% | -8.0% |
| YTD | +4.9% | +23.9% | -19.0% | 0.0% |
| 1Y | -10.5% | +18.6% | -29.1% | -14.2% |
| 3Y | +104.6% | +59.7% | +44.9% | +78.6% |
| 5Y | +64.2% | +42.1% | +22.2% | +45.0% |
| 10Y | +68.4% | +176.7% | -108.3% | +23.8% |
| All | +68.4% | +168.0% | -99.6% | +23.8% |
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