+3,617.4%
DLR vs DTE
+803.4%
+2,814.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.1% |
| 7D | +3.4% | +0.9% | +2.5% | +2.9% |
| 30D | -2.2% | -1.9% | -0.4% | -1.1% |
| 3M | +4.7% | -3.3% | +8.1% | +6.6% |
| 6M | +9.0% | -7.1% | +16.1% | +13.3% |
| YTD | +24.1% | +8.1% | +16.0% | +18.0% |
| 1Y | +20.9% | +5.3% | +15.7% | +16.6% |
| 3Y | +60.0% | +48.2% | +11.9% | +23.9% |
| 5Y | +35.3% | +33.2% | +2.1% | +11.3% |
| 10Y | +165.8% | +137.5% | +28.2% | +44.3% |
| All | +3,617.4% | +803.4% | +2,814.0% | +804.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling