+176.5%
DLR vs DE
+863.9%
-687.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.1% | +1.8% |
| 7D | +0.1% | -2.6% | +2.7% | +0.6% |
| 30D | -4.3% | +9.0% | -13.3% | -6.2% |
| 3M | +3.8% | +19.1% | -15.3% | -0.2% |
| 6M | +5.8% | +14.4% | -8.5% | +2.4% |
| YTD | +23.5% | +45.9% | -22.4% | +13.1% |
| 1Y | +11.1% | +43.6% | -32.5% | +1.8% |
| 3Y | +57.9% | +75.9% | -18.0% | +37.1% |
| 5Y | +44.0% | +98.8% | -54.8% | +19.6% |
| All | +176.5% | +863.9% | -687.4% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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