+3,455.1%
DLR vs ETR
+709.6%
+2,745.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | +3.3% | +1.2% | +2.2% | +2.7% |
| 30D | +4.6% | +7.0% | -2.4% | +1.1% |
| 3M | -8.3% | +4.6% | -12.9% | -10.3% |
| 6M | -5.6% | +0.1% | -5.8% | -5.8% |
| YTD | +18.7% | +23.2% | -4.5% | +6.5% |
| 1Y | +17.1% | +20.6% | -3.5% | +6.2% |
| 3Y | +54.4% | +156.3% | -101.9% | -6.2% |
| 5Y | +36.5% | +159.6% | -123.2% | -18.0% |
| 10Y | +187.7% | +377.1% | -189.4% | +22.5% |
| All | +3,455.1% | +709.6% | +2,745.5% | +1,158.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling