+3,340.7%
DLR vs EL
+565.1%
+2,775.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.0% |
| 7D | -3.6% | +0.8% | -4.4% | -3.8% |
| 30D | -3.5% | +16.5% | -20.0% | -8.1% |
| 3M | -8.9% | +29.2% | -38.1% | -16.8% |
| 6M | -11.6% | +27.9% | -39.5% | -19.6% |
| YTD | +14.9% | +6.2% | +8.7% | +8.6% |
| 1Y | +6.4% | +27.2% | -20.7% | -5.5% |
| 3Y | +47.3% | +3.2% | +44.0% | +29.2% |
| 5Y | +32.8% | -66.0% | +98.8% | +71.8% |
| 10Y | +169.6% | +58.3% | +111.2% | +69.5% |
| All | +3,340.7% | +565.1% | +2,775.6% | +737.0% |
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