+59.1%
DLR vs EXE
+20.6%
+38.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +1.6% | -0.3% | +1.8% | +1.6% |
| 30D | -3.4% | +8.5% | -11.8% | -4.5% |
| 3M | +0.5% | +5.5% | -5.0% | -0.4% |
| 6M | +4.6% | -5.9% | +10.5% | +5.5% |
| YTD | +23.4% | -9.7% | +33.1% | +25.3% |
| 1Y | +19.0% | +3.6% | +15.5% | +16.8% |
| All | +59.1% | +20.6% | +38.5% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling