+32.3%
DLR vs ED
+80.7%
-48.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.6% |
| 7D | -3.6% | +1.6% | -5.2% | -4.2% |
| 30D | -3.5% | +13.3% | -16.8% | -8.0% |
| 3M | -8.9% | +9.7% | -18.6% | -12.2% |
| 6M | -11.6% | +12.8% | -24.4% | -15.9% |
| YTD | +14.9% | +22.3% | -7.4% | +5.5% |
| 1Y | +6.4% | +26.3% | -19.9% | -3.7% |
| 3Y | +47.3% | +45.0% | +2.2% | +17.9% |
| All | +32.3% | +80.7% | -48.4% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling