+176.5%
DLR vs DTE
+137.8%
+38.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.4% |
| 7D | +0.1% | -2.6% | +2.7% | +1.4% |
| 30D | -4.3% | -4.4% | +0.1% | -2.1% |
| 3M | +3.8% | -8.3% | +12.2% | +8.3% |
| 6M | +5.8% | -8.1% | +13.9% | +10.1% |
| YTD | +23.5% | +4.4% | +19.1% | +20.3% |
| 1Y | +11.1% | +0.2% | +10.9% | +10.3% |
| 3Y | +57.9% | +42.6% | +15.3% | +28.3% |
| 5Y | +44.0% | +31.5% | +12.5% | +22.2% |
| All | +176.5% | +137.8% | +38.6% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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