-18.3%
TE vs DLR
+57.6%
-75.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.6% | +9.4% | +9.7% |
| 7D | +18.2% | +3.4% | +14.8% | +16.0% |
| 30D | -13.5% | -2.2% | -11.3% | -12.4% |
| 3M | -44.6% | +4.7% | -49.3% | -46.5% |
| 6M | -24.7% | +9.0% | -33.7% | -28.5% |
| YTD | -24.3% | +24.1% | -48.4% | -33.3% |
| 1Y | +155.6% | +20.9% | +134.6% | +128.0% |
| 3Y | -18.3% | +60.0% | -78.3% | -38.2% |
| All | -18.3% | +57.6% | -75.8% | -38.2% |
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 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