+3,477.6%
DLR vs EXEL
+722.1%
+2,755.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -2.0% | -2.8% | +0.8% | -1.6% |
| 30D | +0.5% | +18.2% | -17.6% | -1.9% |
| 3M | -4.4% | +37.7% | -42.2% | -9.0% |
| 6M | -6.4% | +42.2% | -48.7% | -11.5% |
| YTD | +19.5% | +61.3% | -41.8% | +10.5% |
| 1Y | +10.5% | +64.5% | -54.0% | +1.9% |
| 3Y | +54.0% | +236.7% | -182.7% | +24.7% |
| 5Y | +39.7% | +296.3% | -256.6% | +9.0% |
| 10Y | +189.5% | +331.1% | -141.6% | +103.3% |
| All | +3,477.6% | +722.1% | +2,755.5% | +1,135.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling