-37.8%
U vs DLR
+57.7%
-95.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.3% |
| 7D | +4.4% | +2.9% | +1.5% | +2.1% |
| 30D | -1.3% | -1.2% | -0.1% | -0.6% |
| 3M | +49.6% | +2.9% | +46.7% | +43.3% |
| 6M | +100.2% | +6.7% | +93.5% | +85.1% |
| YTD | -3.7% | +23.9% | -27.6% | -22.4% |
| 1Y | -6.5% | +18.6% | -25.1% | -22.4% |
| 3Y | +12.9% | +59.7% | -46.8% | -30.6% |
| 5Y | -68.3% | +42.1% | -110.3% | -79.1% |
| All | -37.8% | +57.7% | -95.5% | -61.9% |
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