+3,472.7%
DLR vs EL
+585.5%
+2,887.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +0.3% | +7.6% | -7.3% | -1.9% |
| 30D | +1.2% | +15.7% | -14.5% | -3.4% |
| 3M | -4.8% | +30.5% | -35.3% | -13.3% |
| 6M | -6.1% | +32.5% | -38.7% | -15.6% |
| YTD | +19.3% | +9.4% | +9.9% | +11.8% |
| 1Y | +10.0% | +28.4% | -18.4% | -2.6% |
| 3Y | +53.8% | +4.4% | +49.3% | +34.7% |
| 5Y | +39.1% | -64.5% | +103.6% | +77.4% |
| 10Y | +188.1% | +64.9% | +123.3% | +78.7% |
| All | +3,472.7% | +585.5% | +2,887.2% | +761.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling