+3,457.3%
DLR vs ED
+585.9%
+2,871.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.2% |
| 3M | -6.4% | +10.5% | -17.0% | -12.4% |
| 6M | -6.5% | +13.2% | -19.8% | -14.2% |
| YTD | +18.8% | +22.1% | -3.3% | +3.5% |
| 1Y | +9.0% | +24.2% | -15.1% | -6.2% |
| 3Y | +54.5% | +46.9% | +7.6% | +14.6% |
| 5Y | +35.8% | +80.8% | -45.0% | -13.2% |
| 10Y | +177.5% | +134.3% | +43.2% | +39.8% |
| All | +3,457.3% | +585.9% | +2,871.4% | +708.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling