+91.7%
AXP vs DLR
+36.4%
+55.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.4% | -2.4% | 0.0% |
| 7D | -1.1% | +2.4% | -3.5% | -1.9% |
| 30D | +5.2% | +0.7% | +4.5% | +4.8% |
| 3M | -4.6% | -6.4% | +1.9% | -2.9% |
| 6M | +3.2% | -6.5% | +9.8% | +4.5% |
| YTD | -11.3% | +18.8% | -30.1% | -17.9% |
| 1Y | -11.0% | +9.0% | -20.1% | -15.1% |
| 3Y | +120.2% | +54.5% | +65.7% | +80.2% |
| 5Y | +91.7% | +35.8% | +55.9% | +49.3% |
| All | +91.7% | +36.4% | +55.4% | +49.3% |
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 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