+177.5%
DLR vs ES
+82.6%
+94.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.6% |
| 7D | +2.4% | -0.1% | +2.4% | +2.3% |
| 30D | +0.7% | +5.7% | -5.0% | -2.2% |
| 3M | -6.4% | -2.8% | -3.6% | -5.4% |
| 6M | -6.5% | +7.0% | -13.5% | -10.0% |
| YTD | +18.8% | +6.8% | +12.0% | +13.9% |
| 1Y | +9.0% | -0.5% | +9.5% | +7.5% |
| 3Y | +54.5% | +47.2% | +7.3% | +18.4% |
| 5Y | +35.8% | +2.3% | +33.6% | +28.8% |
| 10Y | +177.5% | +85.6% | +91.8% | +76.2% |
| All | +177.5% | +82.6% | +94.9% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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