-67.0%
SE vs DLR
+35.6%
-102.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.8% |
| 7D | +0.6% | +3.4% | -2.8% | -1.3% |
| 30D | -0.1% | -2.2% | +2.1% | +0.9% |
| 3M | +34.1% | +4.7% | +29.4% | +28.5% |
| 6M | +23.2% | +9.0% | +14.2% | +15.1% |
| YTD | -11.2% | +24.1% | -35.3% | -24.2% |
| 1Y | -40.5% | +20.9% | -61.5% | -48.8% |
| 3Y | +196.3% | +60.0% | +136.3% | +99.1% |
| 5Y | -67.0% | +35.3% | -102.3% | -73.9% |
| All | -67.0% | +35.6% | -102.7% | -73.9% |
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 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