+3,477.6%
DLR vs ETR
+710.8%
+2,766.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | 0.0% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | +0.5% | +7.7% | -7.2% | -3.1% |
| 3M | -4.4% | +5.7% | -10.1% | -7.0% |
| 6M | -6.4% | -0.3% | -6.2% | -6.4% |
| YTD | +19.5% | +23.4% | -3.9% | +7.1% |
| 1Y | +10.5% | +18.5% | -8.0% | +1.1% |
| 3Y | +54.0% | +155.6% | -101.6% | -6.3% |
| 5Y | +39.7% | +158.7% | -119.0% | -15.9% |
| 10Y | +189.5% | +377.8% | -188.3% | +23.1% |
| All | +3,477.6% | +710.8% | +2,766.8% | +1,165.2% |
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