+56.9%
DLR vs EW
+16.7%
+40.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.6% | -0.3% | +1.9% | +1.6% |
| 30D | -3.4% | +1.0% | -4.4% | -3.5% |
| 3M | +0.5% | +2.8% | -2.3% | 0.0% |
| 6M | +4.6% | +5.5% | -0.9% | +3.6% |
| YTD | +23.4% | +5.5% | +18.0% | +22.3% |
| 1Y | +19.0% | +11.0% | +8.0% | +17.0% |
| All | +56.9% | +16.7% | +40.2% | +50.5% |
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