+32.3%
DLR vs EOG
+112.7%
-80.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.1% |
| 7D | +3.3% | +7.6% | -4.3% | +2.6% |
| 30D | +4.6% | +3.4% | +1.2% | +4.2% |
| 3M | -8.3% | +12.7% | -21.0% | -9.4% |
| 6M | -5.6% | +19.0% | -24.6% | -7.6% |
| YTD | +18.7% | +55.6% | -36.8% | +11.9% |
| 1Y | +17.1% | +49.5% | -32.4% | +10.9% |
| 3Y | +54.4% | +43.2% | +11.2% | +46.2% |
| All | +32.3% | +112.7% | -80.4% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 5y: compounded portfolio wealth divided by compounded EOG 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…
5y analysis · Full analysis span regression · 6 months rolling