+1,057.8%
TER vs DLR
+193.8%
+864.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.4% |
| 7D | +24.0% | +5.0% | +18.9% | +21.0% |
| 30D | -30.6% | +3.0% | -33.6% | -31.3% |
| 3M | -34.5% | -6.3% | -28.2% | -31.7% |
| 6M | -26.4% | -4.8% | -21.6% | -24.2% |
| YTD | +36.4% | +21.0% | +15.4% | +26.0% |
| 1Y | +47.4% | +15.1% | +32.3% | +39.5% |
| 3Y | +202.6% | +56.0% | +146.6% | +148.2% |
| 5Y | +83.9% | +39.1% | +44.8% | +54.5% |
| All | +1,057.8% | +193.8% | +864.0% | +663.9% |
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