+3,595.6%
DLR vs ETR
+676.6%
+2,919.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.6% |
| 7D | +1.6% | +1.4% | +0.1% | +0.9% |
| 30D | -3.4% | +1.0% | -4.3% | -3.8% |
| 3M | +0.5% | -1.3% | +1.8% | +1.1% |
| 6M | +4.6% | +1.9% | +2.7% | +3.2% |
| YTD | +23.4% | +18.2% | +5.3% | +13.0% |
| 1Y | +19.0% | +24.7% | -5.6% | +6.1% |
| 3Y | +56.5% | +150.7% | -94.2% | -4.0% |
| 5Y | +33.3% | +127.0% | -93.7% | -14.4% |
| 10Y | +165.1% | +295.5% | -130.3% | +23.9% |
| All | +3,595.6% | +676.6% | +2,919.1% | +1,235.1% |
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