+181.2%
DLR vs ELV
+268.6%
-87.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.9% |
| 7D | +3.3% | +1.0% | +2.4% | +3.1% |
| 30D | +4.6% | +0.4% | +4.2% | +4.4% |
| 3M | -8.3% | +8.4% | -16.7% | -9.9% |
| 6M | -5.6% | +8.4% | -14.1% | -7.7% |
| YTD | +18.7% | +24.4% | -5.7% | +12.0% |
| 1Y | +17.1% | +33.5% | -16.4% | +8.7% |
| 3Y | +54.4% | -2.1% | +56.4% | +50.5% |
| 5Y | +36.5% | +5.8% | +30.7% | +28.3% |
| All | +181.2% | +268.6% | -87.4% | +99.7% |
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