+1,529.0%
DLR vs ET
+1,435.0%
+94.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +1.6% | +0.9% | +0.7% | +1.4% |
| 30D | -3.4% | +7.5% | -10.8% | -4.5% |
| 3M | +0.5% | +11.4% | -10.9% | -1.4% |
| 6M | +4.6% | +18.5% | -14.0% | +1.4% |
| YTD | +23.4% | +37.4% | -14.0% | +16.7% |
| 1Y | +19.0% | +30.9% | -11.9% | +13.5% |
| 3Y | +56.5% | +98.7% | -42.2% | +39.3% |
| 5Y | +33.3% | +230.7% | -197.4% | +8.8% |
| 10Y | +165.1% | +175.6% | -10.4% | +110.0% |
| All | +1,529.0% | +1,435.0% | +94.1% | +501.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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