+1,008.9%
TER vs DLR
+178.7%
+830.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.4% | +9.3% | +11.0% |
| 7D | -5.8% | +2.4% | -8.1% | -6.5% |
| 30D | -38.9% | +0.7% | -39.7% | -38.8% |
| 3M | -35.1% | -6.4% | -28.7% | -32.3% |
| 6M | -31.6% | -6.5% | -25.0% | -28.9% |
| YTD | +27.2% | +18.8% | +8.4% | +18.7% |
| 1Y | +35.2% | +9.0% | +26.2% | +31.3% |
| 3Y | +192.8% | +54.5% | +138.3% | +141.7% |
| 5Y | +72.4% | +35.8% | +36.6% | +46.6% |
| All | +1,008.9% | +178.7% | +830.3% | +633.5% |
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