+58.3%
DLR vs DE
+75.0%
-16.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +2.9% | -3.0% | +5.9% | +3.5% |
| 30D | -1.2% | +11.1% | -12.3% | -3.2% |
| 3M | +2.9% | +17.6% | -14.7% | -0.4% |
| 6M | +6.7% | +13.6% | -6.9% | +3.7% |
| YTD | +23.9% | +46.3% | -22.4% | +14.3% |
| 1Y | +18.6% | +44.2% | -25.5% | +9.5% |
| All | +58.3% | +75.0% | -16.7% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling