+426.6%
DLR vs ESI
+195.2%
+231.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.5% |
| 7D | +0.3% | -6.6% | +7.0% | +1.4% |
| 30D | +1.2% | -9.8% | +11.0% | +2.8% |
| 3M | -4.8% | -11.9% | +7.1% | -3.0% |
| 6M | -6.1% | -25.1% | +19.0% | -2.4% |
| YTD | +19.3% | +31.9% | -12.6% | +12.8% |
| 1Y | +10.0% | +19.2% | -9.2% | +5.5% |
| 3Y | +53.8% | +76.2% | -22.4% | +38.2% |
| 5Y | +39.1% | +39.4% | -0.3% | +27.3% |
| 10Y | +188.1% | +304.9% | -116.8% | +133.6% |
| All | +426.6% | +195.2% | +231.3% | +299.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling