+17.1%
DLR vs EL
+23.3%
-6.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.0% |
| 7D | +3.3% | +1.5% | +1.8% | +3.2% |
| 30D | +4.6% | +10.0% | -5.4% | +3.9% |
| 3M | -8.3% | +28.4% | -36.7% | -9.8% |
| 6M | -5.6% | +37.1% | -42.7% | -7.9% |
| YTD | +18.7% | +7.8% | +10.9% | +17.0% |
| 1Y | +17.1% | +26.0% | -8.9% | +12.5% |
| All | +17.1% | +23.3% | -6.2% | +12.5% |
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