+34.3%
DLR vs EXPD
+61.6%
-27.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +1.6% | -1.1% | +2.7% | +1.9% |
| 30D | -3.4% | +4.1% | -7.4% | -4.4% |
| 3M | +0.5% | +17.9% | -17.4% | -4.2% |
| 6M | +4.6% | +29.2% | -24.7% | -3.3% |
| YTD | +23.4% | +27.4% | -3.9% | +13.3% |
| 1Y | +19.0% | +56.8% | -37.8% | +0.7% |
| 3Y | +56.5% | +68.0% | -11.5% | +26.0% |
| All | +34.3% | +61.6% | -27.3% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling