+176.7%
DLR vs EAT
+370.1%
-193.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | 0.0% |
| 7D | +2.9% | -6.8% | +9.7% | +3.4% |
| 30D | -1.2% | -5.4% | +4.2% | -0.9% |
| 3M | +2.9% | +42.8% | -39.8% | +0.2% |
| 6M | +6.7% | +56.5% | -49.8% | +3.0% |
| YTD | +23.9% | +50.0% | -26.2% | +19.7% |
| 1Y | +18.6% | +38.3% | -19.6% | +15.1% |
| 3Y | +59.7% | +591.6% | -532.0% | +37.9% |
| 5Y | +42.1% | +312.6% | -270.6% | +23.7% |
| 10Y | +176.7% | +381.4% | -204.7% | +144.6% |
| All | +176.7% | +370.1% | -193.4% | +144.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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