+197.5%
DLS price history and return analytics
+345.0%
-147.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | +1.0% |
| 7D | -2.1% | -4.2% | +2.1% | +1.5% |
| 30D | -3.3% | -5.8% | +2.5% | +1.7% |
| 3M | -3.9% | -5.2% | +1.4% | +0.5% |
| 6M | -0.6% | +0.1% | -0.7% | -0.9% |
| YTD | +6.1% | +8.2% | -2.1% | -1.0% |
| 1Y | +12.5% | +10.1% | +2.3% | +3.4% |
| 3Y | +62.7% | +69.7% | -6.9% | +2.9% |
| 5Y | +37.0% | +53.4% | -16.3% | -6.0% |
| 10Y | +105.2% | +219.2% | -114.1% | -25.1% |
| All | +197.5% | +345.0% | -147.5% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 all: compounded portfolio wealth divided by compounded VT 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…
all analysis · Full analysis span regression · 6 months rolling