+189.5%
DLR vs EXPD
+337.7%
-148.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.7% | -0.8% |
| 7D | -2.0% | -1.6% | -0.5% | -1.5% |
| 30D | +0.5% | +0.6% | -0.1% | +0.3% |
| 3M | -4.4% | +9.8% | -14.2% | -7.4% |
| 6M | -6.4% | +25.8% | -32.2% | -13.6% |
| YTD | +19.5% | +31.3% | -11.8% | +7.1% |
| 1Y | +10.5% | +40.9% | -30.4% | -3.6% |
| 3Y | +54.0% | +74.7% | -20.7% | +20.8% |
| 5Y | +39.7% | +62.9% | -23.1% | +10.7% |
| 10Y | +189.5% | +334.3% | -144.8% | +55.1% |
| All | +189.5% | +337.7% | -148.2% | +55.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling