+668.0%
BE vs DLR
+106.0%
+562.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.9% | -3.0% | -3.6% |
| 7D | +10.8% | +3.3% | +7.5% | +8.5% |
| 30D | -19.8% | +4.6% | -24.4% | -21.6% |
| 3M | -18.7% | -8.3% | -10.4% | -12.6% |
| 6M | -33.7% | -5.6% | -28.1% | -30.8% |
| YTD | +121.0% | +18.7% | +102.2% | +99.5% |
| 1Y | +85.4% | +17.1% | +68.3% | +70.3% |
| 3Y | +1,709.5% | +54.4% | +1,655.2% | +1,393.0% |
| 5Y | +462.2% | +36.5% | +425.7% | +372.4% |
| All | +668.0% | +106.0% | +562.0% | +436.2% |
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