+70.3%
SE vs DLR
+44.1%
+26.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +2.0% | -3.6% | +5.6% | +3.2% |
| 30D | -20.0% | -3.5% | -16.5% | -19.1% |
| 3M | -31.8% | -8.9% | -22.9% | -30.0% |
| 6M | -15.9% | -11.6% | -4.3% | -13.2% |
| YTD | -40.6% | +14.9% | -55.5% | -44.6% |
| 1Y | -50.7% | +6.4% | -57.1% | -52.6% |
| 3Y | +70.3% | +47.3% | +23.0% | +100.8% |
| All | +70.3% | +44.1% | +26.2% | +100.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling