+3,340.7%
DLR vs ES
+679.2%
+2,661.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +1.3% |
| 7D | -3.6% | +1.9% | -5.5% | -4.7% |
| 30D | -3.5% | +7.1% | -10.5% | -7.3% |
| 3M | -8.9% | -1.9% | -7.0% | -8.3% |
| 6M | -11.6% | +4.4% | -15.9% | -14.1% |
| YTD | +14.9% | +7.3% | +7.6% | +9.3% |
| 1Y | +6.4% | +2.1% | +4.3% | +3.2% |
| 3Y | +47.3% | +41.8% | +5.4% | +14.0% |
| 5Y | +32.8% | +1.4% | +31.4% | +24.4% |
| 10Y | +169.6% | +86.8% | +82.8% | +69.3% |
| All | +3,340.7% | +679.2% | +2,661.5% | +1,047.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling