+9.5%
DLR vs EW
+26.8%
-17.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.5% | +0.9% | +3.3% |
| 7D | +2.4% | +12.3% | -9.9% | +1.9% |
| 30D | +0.7% | +22.9% | -22.1% | +0.1% |
| 3M | -6.4% | +16.7% | -23.1% | -7.0% |
| 6M | -6.5% | +31.0% | -37.5% | -8.1% |
| YTD | +18.8% | +22.8% | -4.0% | +18.3% |
| All | +9.5% | +26.8% | -17.4% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling