+60.0%
DLR vs EXEL
+160.6%
-100.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.8% |
| 7D | +3.4% | +1.4% | +2.0% | +3.3% |
| 30D | -2.2% | +6.7% | -8.9% | -2.7% |
| 3M | +4.7% | +11.5% | -6.7% | +3.8% |
| 6M | +9.0% | +38.8% | -29.8% | +6.3% |
| YTD | +24.1% | +31.6% | -7.4% | +21.4% |
| 1Y | +20.9% | +53.0% | -32.1% | +16.9% |
| 3Y | +60.0% | +160.8% | -100.8% | +43.8% |
| All | +60.0% | +160.6% | -100.6% | +43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling