+424.3%
DLR vs ESI
+197.1%
+227.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.1% | -1.7% | +2.6% |
| 7D | +2.4% | -3.5% | +5.8% | +2.9% |
| 30D | +0.7% | -9.3% | +10.0% | +2.2% |
| 3M | -6.4% | -12.8% | +6.4% | -4.5% |
| 6M | -6.5% | -24.6% | +18.1% | -2.9% |
| YTD | +18.8% | +32.7% | -13.9% | +12.2% |
| 1Y | +9.0% | +20.3% | -11.3% | +4.5% |
| 3Y | +54.5% | +80.2% | -25.7% | +38.4% |
| 5Y | +35.8% | +40.0% | -4.1% | +24.2% |
| 10Y | +177.5% | +310.8% | -133.3% | +124.6% |
| All | +424.3% | +197.1% | +227.2% | +297.5% |
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