+54.4%
DLR vs DTE
+57.1%
-2.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | +3.3% | +3.4% | -0.1% | +2.0% |
| 30D | +4.6% | +8.9% | -4.3% | +1.3% |
| 3M | -8.3% | +1.1% | -9.3% | -8.7% |
| 6M | -5.6% | +0.1% | -5.7% | -5.8% |
| YTD | +18.7% | +11.1% | +7.7% | +14.2% |
| 1Y | +17.1% | +4.9% | +12.2% | +14.9% |
| 3Y | +54.4% | +58.6% | -4.2% | +28.8% |
| All | +54.4% | +57.1% | -2.8% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling