+35.3%
DLR vs ETR
+129.9%
-94.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | 0.0% |
| 7D | +3.4% | +1.4% | +2.0% | +2.7% |
| 30D | -2.2% | +1.9% | -4.1% | -3.1% |
| 3M | +4.7% | +1.0% | +3.7% | +4.1% |
| 6M | +9.0% | +4.8% | +4.2% | +6.0% |
| YTD | +24.1% | +19.5% | +4.6% | +12.8% |
| 1Y | +20.9% | +28.1% | -7.2% | +6.1% |
| 3Y | +60.0% | +151.1% | -91.1% | -5.4% |
| 5Y | +35.3% | +125.2% | -89.9% | -13.7% |
| All | +35.3% | +129.9% | -94.6% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 5y: compounded portfolio wealth divided by compounded ETR 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…
5y analysis · Full analysis span regression · 6 months rolling