+181.2%
DLR vs EXEL
+320.7%
-139.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.8% |
| 7D | +3.3% | -0.8% | +4.1% | +3.4% |
| 30D | +4.6% | +13.1% | -8.5% | +3.2% |
| 3M | -8.3% | +36.3% | -44.6% | -11.3% |
| 6M | -5.6% | +34.5% | -40.2% | -8.7% |
| YTD | +18.7% | +57.4% | -38.7% | +12.6% |
| 1Y | +17.1% | +62.9% | -45.8% | +10.6% |
| 3Y | +54.4% | +229.5% | -175.2% | +32.7% |
| 5Y | +36.5% | +281.2% | -244.7% | +14.4% |
| All | +181.2% | +320.7% | -139.6% | +140.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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