+54.5%
DLR vs EXEL
+244.2%
-189.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.1% | +0.3% | +3.1% |
| 7D | +2.4% | +2.3% | +0.1% | +2.2% |
| 30D | +0.7% | +19.8% | -19.1% | -0.6% |
| 3M | -6.4% | +32.7% | -39.1% | -8.5% |
| 6M | -6.5% | +49.0% | -55.5% | -9.4% |
| YTD | +18.8% | +63.7% | -44.9% | +14.1% |
| 1Y | +9.0% | +75.8% | -66.7% | +4.2% |
| 3Y | +54.5% | +241.3% | -186.8% | +37.3% |
| All | +54.5% | +244.2% | -189.7% | +37.3% |
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