+188.1%
DLR vs EXPD
+329.8%
-141.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +0.3% | -7.4% | +7.8% | +2.8% |
| 30D | +1.2% | -2.1% | +3.3% | +1.9% |
| 3M | -4.8% | +5.7% | -10.5% | -6.6% |
| 6M | -6.1% | +21.4% | -27.5% | -12.3% |
| YTD | +19.3% | +27.6% | -8.3% | +8.0% |
| 1Y | +10.0% | +36.1% | -26.2% | -3.0% |
| 3Y | +53.8% | +69.9% | -16.1% | +21.7% |
| 5Y | +39.1% | +59.7% | -20.6% | +10.9% |
| 10Y | +188.1% | +323.0% | -134.9% | +56.3% |
| All | +188.1% | +329.8% | -141.7% | +56.3% |
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