+384.8%
V vs DLR
+168.0%
+216.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -2.9% | +2.9% | -5.8% | -3.8% |
| 30D | +1.9% | -1.2% | +3.0% | +2.1% |
| 3M | +13.2% | +2.9% | +10.3% | +11.5% |
| 6M | +16.7% | +6.7% | +10.1% | +13.4% |
| YTD | +5.4% | +23.9% | -18.5% | -2.6% |
| 1Y | +7.7% | +18.6% | -11.0% | +0.5% |
| 3Y | +52.0% | +59.7% | -7.7% | +24.8% |
| 5Y | +67.7% | +42.1% | +25.7% | +40.9% |
| 10Y | +384.8% | +176.7% | +208.1% | +225.8% |
| All | +384.8% | +168.0% | +216.7% | +225.8% |
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