+176.7%
DLR vs EXPE
+153.6%
+23.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | +2.9% | -11.5% | +14.4% | +4.5% |
| 30D | -1.2% | -13.1% | +11.9% | +0.6% |
| 3M | +2.9% | +18.1% | -15.2% | +0.1% |
| 6M | +6.7% | +13.3% | -6.6% | +4.1% |
| YTD | +23.9% | -3.2% | +27.1% | +22.8% |
| 1Y | +18.6% | +26.1% | -7.5% | +12.6% |
| 3Y | +59.7% | +151.7% | -92.0% | +34.1% |
| 5Y | +42.1% | +88.3% | -46.3% | +20.0% |
| 10Y | +176.7% | +158.0% | +18.7% | +108.1% |
| All | +176.7% | +153.6% | +23.1% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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