+176.7%
DLR vs ESI
+308.3%
-131.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | +2.9% | +3.9% | -1.0% | +2.0% |
| 30D | -1.2% | -3.8% | +2.6% | -0.3% |
| 3M | +2.9% | -13.1% | +16.1% | +5.6% |
| 6M | +6.7% | +11.3% | -4.7% | +2.3% |
| YTD | +23.9% | +44.1% | -20.2% | +11.0% |
| 1Y | +18.6% | +40.3% | -21.7% | +6.7% |
| 3Y | +59.7% | +84.1% | -24.4% | +32.7% |
| 5Y | +42.1% | +75.8% | -33.8% | +17.3% |
| 10Y | +176.7% | +320.7% | -144.0% | +79.7% |
| All | +176.7% | +308.3% | -131.6% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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