+54.5%
DLR vs EW
+57.6%
-3.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.5% | +0.9% | +3.1% |
| 7D | +2.4% | +12.3% | -9.9% | +0.9% |
| 30D | +0.7% | +22.9% | -22.1% | -1.7% |
| 3M | -6.4% | +16.7% | -23.1% | -8.2% |
| 6M | -6.5% | +31.0% | -37.5% | -9.8% |
| YTD | +18.8% | +22.8% | -4.0% | +15.5% |
| 1Y | +9.0% | +25.6% | -16.5% | +5.6% |
| 3Y | +54.5% | +62.0% | -7.5% | +38.9% |
| All | +54.5% | +57.6% | -3.2% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling