+189.5%
DLR vs ES
+92.3%
+97.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.5% |
| 7D | -2.0% | +0.1% | -2.1% | -2.2% |
| 30D | +0.5% | +6.7% | -6.2% | -2.9% |
| 3M | -4.4% | +0.3% | -4.8% | -4.9% |
| 6M | -6.4% | +7.4% | -13.9% | -10.1% |
| YTD | +19.5% | +8.4% | +11.1% | +13.7% |
| 1Y | +10.5% | +0.6% | +9.9% | +8.4% |
| 3Y | +54.0% | +50.6% | +3.4% | +16.7% |
| 5Y | +39.7% | +4.8% | +34.9% | +30.8% |
| 10Y | +189.5% | +93.1% | +96.4% | +82.4% |
| All | +189.5% | +92.3% | +97.2% | +82.4% |
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