+19.0%
DLR vs EL
+14.8%
+4.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | +0.1% |
| 7D | +1.6% | +0.8% | +0.8% | +1.5% |
| 30D | -3.4% | +19.8% | -23.2% | -4.8% |
| 3M | +0.5% | +25.7% | -25.2% | -1.5% |
| 6M | +4.6% | +5.4% | -0.9% | +3.8% |
| YTD | +23.4% | +0.2% | +23.2% | +22.1% |
| 1Y | +19.0% | +20.4% | -1.4% | +15.9% |
| All | +19.0% | +14.8% | +4.3% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling