+97.9%
EWT vs DLR
+19.9%
+78.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.5% | +1.8% |
| 7D | +4.0% | +1.6% | +2.4% | +3.4% |
| 30D | +10.3% | -3.4% | +13.7% | +11.5% |
| 3M | +6.1% | +0.5% | +5.6% | +5.7% |
| 6M | +56.6% | +4.6% | +52.1% | +53.1% |
| YTD | +76.6% | +23.4% | +53.2% | +62.6% |
| 1Y | +97.9% | +19.0% | +78.8% | +86.8% |
| All | +97.9% | +19.9% | +78.0% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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