+19.0%
DLR vs EXPD
+57.8%
-38.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.4% |
| 7D | +1.6% | -1.1% | +2.7% | +1.5% |
| 30D | -3.4% | +4.1% | -7.4% | -3.1% |
| 3M | +0.5% | +17.9% | -17.4% | +1.7% |
| 6M | +4.6% | +29.2% | -24.7% | +6.7% |
| YTD | +23.4% | +27.4% | -3.9% | +25.3% |
| 1Y | +19.0% | +56.8% | -37.8% | +20.7% |
| All | +19.0% | +57.8% | -38.8% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1y: compounded portfolio wealth divided by compounded EXPD 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…
1y analysis · Full analysis span regression · 6 months rolling