+3,455.1%
DLR vs DE
+3,303.1%
+152.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.6% |
| 7D | +3.3% | +0.3% | +3.0% | +3.2% |
| 30D | +4.6% | +3.6% | +1.0% | +3.2% |
| 3M | -8.3% | +10.2% | -18.5% | -12.0% |
| 6M | -5.6% | +16.6% | -22.2% | -11.8% |
| YTD | +18.7% | +45.8% | -27.1% | +1.0% |
| 1Y | +17.1% | +43.9% | -26.8% | -0.1% |
| 3Y | +54.4% | +89.6% | -35.3% | +15.5% |
| 5Y | +36.5% | +100.3% | -63.8% | -3.8% |
| 10Y | +187.7% | +760.8% | -573.1% | -5.4% |
| All | +3,455.1% | +3,303.1% | +152.0% | +506.1% |
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