+2,127.4%
DLR vs EFV
+258.8%
+1,868.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | +1.6% | +1.5% | +0.1% | +0.5% |
| 30D | -3.4% | +1.7% | -5.1% | -4.5% |
| 3M | +0.5% | +8.6% | -8.1% | -5.2% |
| 6M | +4.6% | +11.7% | -7.1% | -3.3% |
| YTD | +23.4% | +19.3% | +4.1% | +8.8% |
| 1Y | +19.0% | +30.2% | -11.2% | -1.5% |
| 3Y | +56.5% | +91.6% | -35.1% | -2.0% |
| 5Y | +33.3% | +96.4% | -63.1% | -18.5% |
| 10Y | +165.1% | +166.5% | -1.3% | +23.9% |
| All | +2,127.4% | +258.8% | +1,868.6% | +806.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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