+189.1%
DLR vs EAT
+321.8%
-132.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.6% | +0.7% |
| 7D | +0.3% | -5.9% | +6.3% | +0.8% |
| 30D | +1.2% | +0.7% | +0.5% | +1.1% |
| 3M | -4.8% | -14.2% | +9.4% | -4.0% |
| 6M | -6.1% | +40.7% | -46.9% | -8.8% |
| YTD | +19.3% | +36.0% | -16.7% | +15.9% |
| 1Y | +10.0% | +83.1% | -73.1% | +4.4% |
| 3Y | +53.8% | +474.8% | -421.0% | +34.1% |
| 5Y | +39.1% | +347.6% | -308.5% | +20.8% |
| All | +189.1% | +321.8% | -132.7% | +167.7% |
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