+3,595.6%
DLR vs EW
+3,011.6%
+584.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.6% | -0.3% | +1.9% | +1.7% |
| 30D | -3.4% | +1.0% | -4.4% | -3.7% |
| 3M | +0.5% | +2.8% | -2.3% | -0.6% |
| 6M | +4.6% | +5.5% | -0.9% | +2.4% |
| YTD | +23.4% | +5.5% | +18.0% | +20.7% |
| 1Y | +19.0% | +11.0% | +8.0% | +14.4% |
| 3Y | +56.5% | +17.7% | +38.8% | +42.2% |
| 5Y | +33.3% | -25.7% | +59.1% | +36.2% |
| 10Y | +165.1% | +132.8% | +32.3% | +85.8% |
| All | +3,595.6% | +3,011.6% | +584.0% | +718.2% |
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