+35.3%
DLR vs EXE
+106.6%
-71.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | +3.4% | -1.8% | +5.2% | +3.6% |
| 30D | -2.2% | +6.4% | -8.6% | -3.1% |
| 3M | +4.7% | +9.2% | -4.5% | +3.2% |
| 6M | +9.0% | -7.0% | +16.0% | +9.9% |
| YTD | +24.1% | -9.5% | +33.6% | +25.4% |
| 1Y | +20.9% | +6.2% | +14.7% | +18.8% |
| 3Y | +60.0% | +20.7% | +39.3% | +53.9% |
| 5Y | +35.3% | +103.6% | -68.4% | +28.3% |
| All | +35.3% | +106.6% | -71.3% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling