+176.7%
DLR vs EL
+28.8%
+147.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.6% | +0.4% |
| 7D | +2.9% | -2.4% | +5.2% | +3.4% |
| 30D | -1.2% | +13.7% | -14.8% | -4.3% |
| 3M | +2.9% | +14.5% | -11.6% | -0.7% |
| 6M | +6.7% | +7.4% | -0.7% | +3.6% |
| YTD | +23.9% | -4.7% | +28.6% | +22.5% |
| 1Y | +18.6% | +12.9% | +5.7% | +12.1% |
| 3Y | +59.7% | -32.2% | +91.9% | +63.9% |
| 5Y | +42.1% | -68.4% | +110.4% | +81.3% |
| 10Y | +176.7% | +28.3% | +148.4% | +128.3% |
| All | +176.7% | +28.8% | +147.9% | +128.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling