+3,457.3%
DLR vs EW
+3,524.2%
-67.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.5% | +0.9% | +2.7% |
| 7D | +2.4% | +12.3% | -9.9% | -0.9% |
| 30D | +0.7% | +22.9% | -22.1% | -4.9% |
| 3M | -6.4% | +16.7% | -23.1% | -10.6% |
| 6M | -6.5% | +31.0% | -37.5% | -13.8% |
| YTD | +18.8% | +22.8% | -4.0% | +11.2% |
| 1Y | +9.0% | +25.6% | -16.5% | +1.3% |
| 3Y | +54.5% | +62.0% | -7.5% | +28.1% |
| 5Y | +35.8% | -12.8% | +48.6% | +32.6% |
| 10Y | +177.5% | +239.8% | -62.3% | +75.1% |
| All | +3,457.3% | +3,524.2% | -67.0% | +653.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling