+181.2%
DLR vs ESI
+318.1%
-136.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | +3.3% | +5.5% | -2.2% | +1.9% |
| 30D | +4.6% | -7.8% | +12.3% | +6.4% |
| 3M | -8.3% | -15.0% | +6.7% | -5.0% |
| 6M | -5.6% | -24.9% | +19.3% | -0.1% |
| YTD | +18.7% | +33.2% | -14.5% | +8.0% |
| 1Y | +17.1% | +24.9% | -7.8% | +8.0% |
| 3Y | +54.4% | +77.8% | -23.4% | +28.8% |
| 5Y | +36.5% | +37.1% | -0.7% | +17.9% |
| All | +181.2% | +318.1% | -136.9% | +86.3% |
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