+3,340.7%
DLR vs ED
+586.8%
+2,753.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +1.2% |
| 7D | -3.6% | +1.6% | -5.2% | -4.7% |
| 30D | -3.5% | +13.3% | -16.8% | -11.0% |
| 3M | -8.9% | +9.7% | -18.6% | -14.3% |
| 6M | -11.6% | +12.8% | -24.4% | -18.6% |
| YTD | +14.9% | +22.3% | -7.4% | +0.1% |
| 1Y | +6.4% | +26.3% | -19.9% | -9.4% |
| 3Y | +47.3% | +45.0% | +2.2% | +10.2% |
| 5Y | +32.8% | +80.2% | -47.4% | -14.9% |
| 10Y | +169.6% | +129.9% | +39.7% | +37.8% |
| All | +3,340.7% | +586.8% | +2,753.9% | +681.7% |
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