+188.1%
DLR vs EXEL
+363.4%
-175.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +0.6% |
| 7D | +0.3% | -2.4% | +2.7% | +0.6% |
| 30D | +1.2% | +17.9% | -16.7% | -0.6% |
| 3M | -4.8% | +33.3% | -38.1% | -7.7% |
| 6M | -6.1% | +46.6% | -52.7% | -10.1% |
| YTD | +19.3% | +61.0% | -41.7% | +12.9% |
| 1Y | +10.0% | +70.4% | -60.5% | +3.4% |
| 3Y | +53.8% | +236.1% | -182.3% | +31.9% |
| 5Y | +39.1% | +284.8% | -245.7% | +16.5% |
| 10Y | +188.1% | +348.4% | -160.3% | +146.5% |
| All | +188.1% | +363.4% | -175.3% | +146.5% |
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