+41.5%
DLR vs DE
+97.0%
-55.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -1.3% | -2.4% | +1.1% | -0.9% |
| 30D | -2.9% | +9.7% | -12.6% | -4.7% |
| 3M | +3.2% | +21.4% | -18.1% | -0.7% |
| 6M | +3.9% | +15.0% | -11.1% | +0.7% |
| YTD | +21.4% | +46.4% | -25.0% | +12.1% |
| 1Y | +9.7% | +45.6% | -36.0% | +1.2% |
| 3Y | +56.5% | +76.8% | -20.2% | +37.9% |
| 5Y | +41.5% | +99.4% | -57.9% | +20.5% |
| All | +41.5% | +97.0% | -55.5% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling