+363.5%
SE vs DLR
+97.2%
+266.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +2.1% |
| 7D | -0.5% | +3.3% | -3.8% | -2.2% |
| 30D | -20.9% | +4.6% | -25.5% | -22.8% |
| 3M | -38.9% | -8.3% | -30.6% | -36.4% |
| 6M | -19.4% | -5.6% | -13.8% | -18.4% |
| YTD | -40.9% | +18.7% | -59.6% | -47.6% |
| 1Y | -46.2% | +17.1% | -63.3% | -51.9% |
| 3Y | +63.7% | +54.4% | +9.4% | +20.2% |
| 5Y | -77.9% | +36.5% | -114.4% | -82.8% |
| All | +363.5% | +97.2% | +266.3% | +175.2% |
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