+60.0%
DLR vs EAT
+612.9%
-552.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +3.9% | +0.9% |
| 7D | +3.4% | -4.9% | +8.3% | +3.8% |
| 30D | -2.2% | -1.2% | -1.0% | -2.2% |
| 3M | +4.7% | +52.2% | -47.5% | +0.5% |
| 6M | +9.0% | +65.0% | -56.0% | +3.4% |
| YTD | +24.1% | +55.0% | -30.9% | +18.2% |
| 1Y | +20.9% | +42.1% | -21.1% | +16.3% |
| 3Y | +60.0% | +614.7% | -554.7% | +20.5% |
| All | +60.0% | +612.9% | -552.9% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling