+411.0%
AXP vs DLR
+190.0%
+221.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -2.9% | -2.0% | -0.8% | -2.2% |
| 30D | +3.7% | +0.5% | +3.2% | +3.4% |
| 3M | -4.9% | -4.4% | -0.5% | -3.9% |
| 6M | +4.1% | -6.4% | +10.5% | +5.3% |
| YTD | -11.7% | +19.5% | -31.2% | -18.2% |
| 1Y | -11.7% | +10.5% | -22.3% | -16.1% |
| 3Y | +116.5% | +54.0% | +62.5% | +79.7% |
| 5Y | +89.5% | +39.7% | +49.8% | +58.5% |
| All | +411.0% | +190.0% | +221.0% | +262.3% |
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