+55.2%
DLR vs DTE
+45.3%
+9.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.5% |
| 7D | -1.3% | -2.0% | +0.7% | -0.6% |
| 30D | -2.9% | -2.4% | -0.5% | -2.0% |
| 3M | +3.2% | -7.3% | +10.5% | +6.0% |
| 6M | +3.9% | -7.6% | +11.5% | +6.8% |
| YTD | +21.4% | +5.8% | +15.6% | +18.8% |
| 1Y | +9.7% | +2.3% | +7.3% | +8.6% |
| All | +55.2% | +45.3% | +9.9% | +30.3% |
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