+176.5%
DLR vs ELV
+278.6%
-102.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | -1.4% |
| 7D | +0.1% | +2.8% | -2.7% | -0.5% |
| 30D | -4.3% | +4.9% | -9.2% | -5.3% |
| 3M | +3.8% | +4.9% | -1.1% | +2.4% |
| 6M | +5.8% | +45.1% | -39.2% | -2.7% |
| YTD | +23.5% | +20.7% | +2.9% | +17.4% |
| 1Y | +11.1% | +35.0% | -23.9% | +2.6% |
| 3Y | +57.9% | -2.4% | +60.3% | +53.8% |
| 5Y | +44.0% | +25.5% | +18.5% | +28.5% |
| All | +176.5% | +278.6% | -102.1% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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