-5.6%
DLR vs ETR
0.0%
-5.7%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | +3.3% | +1.2% | +2.2% | +2.6% |
| 30D | +4.6% | +7.0% | -2.4% | +0.3% |
| 3M | -8.3% | +4.6% | -12.9% | -10.8% |
| 6M | -5.6% | +0.1% | -5.8% | -6.3% |
| All | -5.6% | 0.0% | -5.7% | -6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling