+444.7%
DLR vs ESI
+224.6%
+220.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -0.1% |
| 7D | +1.6% | +3.3% | -1.8% | +1.0% |
| 30D | -3.4% | -5.9% | +2.5% | -2.5% |
| 3M | +0.5% | -14.1% | +14.6% | +2.4% |
| 6M | +4.6% | +6.6% | -2.0% | +2.5% |
| YTD | +23.4% | +45.0% | -21.6% | +15.1% |
| 1Y | +19.0% | +41.5% | -22.4% | +11.2% |
| 3Y | +56.5% | +78.8% | -22.2% | +40.2% |
| 5Y | +33.3% | +70.9% | -37.6% | +19.0% |
| 10Y | +165.1% | +317.1% | -151.9% | +112.1% |
| All | +444.7% | +224.6% | +220.1% | +307.7% |
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 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