+3,595.7%
DLR vs EL
+527.6%
+3,068.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -0.6% |
| 7D | +1.6% | +0.8% | +0.8% | +1.3% |
| 30D | -3.4% | +19.8% | -23.2% | -9.3% |
| 3M | +0.5% | +25.7% | -25.2% | -7.4% |
| 6M | +4.6% | +5.4% | -0.9% | +0.6% |
| YTD | +23.4% | +0.2% | +23.2% | +19.2% |
| 1Y | +19.0% | +20.4% | -1.4% | +7.3% |
| 3Y | +56.5% | -32.1% | +88.7% | +59.1% |
| 5Y | +33.3% | -67.2% | +100.5% | +74.1% |
| 10Y | +165.1% | +31.7% | +133.4% | +79.9% |
| All | +3,595.7% | +527.6% | +3,068.0% | +818.5% |
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 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