+3,609.2%
DLR vs DE
+3,313.5%
+295.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +2.9% | -3.0% | +5.9% | +4.0% |
| 30D | -1.2% | +11.1% | -12.3% | -5.3% |
| 3M | +2.9% | +17.6% | -14.7% | -3.7% |
| 6M | +6.7% | +13.6% | -6.9% | +0.7% |
| YTD | +23.9% | +46.3% | -22.4% | +5.5% |
| 1Y | +18.6% | +44.2% | -25.5% | +1.2% |
| 3Y | +59.7% | +76.6% | -16.9% | +23.1% |
| 5Y | +42.1% | +98.2% | -56.2% | +0.3% |
| 10Y | +176.7% | +863.5% | -686.8% | -13.6% |
| All | +3,609.2% | +3,313.5% | +295.7% | +533.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling