+181.2%
DLR vs DE
+762.0%
-580.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | +3.3% | +0.3% | +3.0% | +3.3% |
| 30D | +4.6% | +3.6% | +1.0% | +3.8% |
| 3M | -8.3% | +10.2% | -18.5% | -10.4% |
| 6M | -5.6% | +16.6% | -22.2% | -9.0% |
| YTD | +18.7% | +45.8% | -27.1% | +8.6% |
| 1Y | +17.1% | +43.9% | -26.8% | +7.3% |
| 3Y | +54.4% | +89.6% | -35.3% | +31.9% |
| 5Y | +36.5% | +100.3% | -63.8% | +13.5% |
| All | +181.2% | +762.0% | -580.8% | +91.6% |
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