+54.4%
DLR vs EXE
+187.5%
-133.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | +2.9% | -2.7% | +5.6% | +3.2% |
| 30D | -1.2% | -0.4% | -0.8% | -1.2% |
| 3M | +2.9% | +9.5% | -6.6% | +1.6% |
| 6M | +6.7% | -9.3% | +16.0% | +7.7% |
| YTD | +23.9% | -10.9% | +34.8% | +25.2% |
| 1Y | +18.6% | +4.3% | +14.3% | +17.1% |
| 3Y | +59.7% | +18.8% | +40.9% | +55.1% |
| 5Y | +42.1% | +101.4% | -59.4% | +39.7% |
| All | +54.4% | +187.5% | -133.1% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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