-26.3%
U vs DLR
+51.9%
-78.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.6% | -2.4% |
| 7D | +24.4% | +0.3% | +24.0% | +23.0% |
| 30D | +7.4% | +1.2% | +6.2% | +5.5% |
| 3M | +16.8% | -4.8% | +21.6% | +19.7% |
| 6M | +78.8% | -6.1% | +84.9% | +81.8% |
| YTD | +14.0% | +19.3% | -5.3% | -6.6% |
| 1Y | +16.7% | +10.0% | +6.8% | +2.8% |
| 3Y | +86.4% | +53.8% | +32.6% | +16.6% |
| 5Y | -71.5% | +39.1% | -110.6% | -81.0% |
| All | -26.3% | +51.9% | -78.3% | -54.1% |
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