-22.7%
U vs DLR
+51.2%
-73.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.9% | +7.1% | +6.7% |
| 7D | +2.6% | +3.3% | -0.8% | -0.2% |
| 30D | +27.6% | +4.6% | +23.0% | +21.7% |
| 3M | +15.3% | -8.3% | +23.6% | +21.6% |
| 6M | +96.4% | -5.6% | +102.0% | +98.6% |
| YTD | +19.6% | +18.7% | +0.8% | -1.7% |
| 1Y | +42.1% | +17.1% | +25.0% | +18.2% |
| 3Y | +87.5% | +54.4% | +33.2% | +16.7% |
| 5Y | -73.1% | +36.5% | -109.6% | -82.0% |
| All | -22.7% | +51.2% | -73.9% | -51.8% |
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