+119.0%
EWT vs DLR
+35.0%
+84.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.8% |
| 7D | +9.1% | +3.3% | +5.8% | +7.9% |
| 30D | -12.2% | +4.6% | -16.8% | -13.4% |
| 3M | -9.4% | -8.3% | -1.1% | -6.8% |
| 6M | +2.7% | -5.6% | +8.3% | +4.3% |
| YTD | +53.3% | +18.7% | +34.6% | +44.5% |
| 1Y | +59.2% | +17.1% | +42.1% | +50.6% |
| 3Y | +157.1% | +54.4% | +102.7% | +123.2% |
| All | +119.0% | +35.0% | +84.0% | +91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling