-41.3%
TE vs DLR
+35.6%
-76.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.6% | +9.4% | +9.6% |
| 7D | +18.2% | +3.4% | +14.8% | +16.0% |
| 30D | -13.5% | -2.2% | -11.3% | -12.3% |
| 3M | -44.6% | +4.7% | -49.3% | -46.7% |
| 6M | -24.7% | +9.0% | -33.7% | -28.9% |
| YTD | -24.3% | +24.1% | -48.4% | -34.0% |
| 1Y | +155.6% | +20.9% | +134.6% | +125.9% |
| 3Y | -18.3% | +60.0% | -78.3% | -40.5% |
| 5Y | -41.3% | +35.3% | -76.6% | -51.5% |
| All | -41.3% | +35.6% | -76.9% | -51.5% |
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