+186.9%
DLR vs ED
+134.9%
+52.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.5% | +3.5% |
| 7D | +2.4% | -0.1% | +2.4% | +2.3% |
| 30D | +0.7% | +11.6% | -10.8% | -5.0% |
| 3M | -6.4% | +10.5% | -17.0% | -11.4% |
| 6M | -6.5% | +13.2% | -19.8% | -12.9% |
| YTD | +18.8% | +22.1% | -3.3% | +5.9% |
| 1Y | +9.0% | +24.2% | -15.1% | -3.8% |
| 3Y | +54.5% | +46.9% | +7.6% | +19.3% |
| 5Y | +35.8% | +80.8% | -45.0% | -7.8% |
| All | +186.9% | +134.9% | +52.0% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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