+3,595.7%
DLR vs EXPD
+745.8%
+2,849.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | +1.6% | -1.1% | +2.7% | +2.1% |
| 30D | -3.4% | +4.1% | -7.4% | -5.0% |
| 3M | +0.5% | +17.9% | -17.4% | -6.5% |
| 6M | +4.6% | +29.2% | -24.7% | -7.1% |
| YTD | +23.4% | +27.4% | -3.9% | +9.0% |
| 1Y | +19.0% | +56.8% | -37.8% | -4.8% |
| 3Y | +56.5% | +68.0% | -11.5% | +18.9% |
| 5Y | +33.3% | +61.9% | -28.5% | +0.9% |
| 10Y | +165.1% | +316.0% | -150.9% | +25.1% |
| All | +3,595.7% | +745.8% | +2,849.8% | +1,157.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling