+568.6%
SE vs DLR
+105.7%
+462.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -3.6% | +2.9% | -6.5% | -5.1% |
| 30D | -5.3% | -1.2% | -4.1% | -4.9% |
| 3M | +28.1% | +2.9% | +25.2% | +24.5% |
| 6M | +20.7% | +6.7% | +14.0% | +14.9% |
| YTD | -14.8% | +23.9% | -38.7% | -25.8% |
| 1Y | -43.6% | +18.6% | -62.2% | -50.0% |
| 3Y | +184.2% | +59.7% | +124.5% | +105.1% |
| 5Y | -66.3% | +42.1% | -108.4% | -74.3% |
| All | +568.6% | +105.7% | +462.8% | +289.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling