+186.9%
DLR vs EXPE
+116.9%
+70.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | +2.4% | -13.3% | +15.7% | +4.2% |
| 30D | +0.7% | -5.5% | +6.2% | +1.2% |
| 3M | -6.4% | -16.5% | +10.0% | -4.7% |
| 6M | -6.5% | +13.1% | -19.6% | -8.9% |
| YTD | +18.8% | -8.0% | +26.8% | +18.2% |
| 1Y | +9.0% | +1.1% | +7.9% | +6.8% |
| 3Y | +54.5% | +131.2% | -76.7% | +31.3% |
| 5Y | +35.8% | +39.8% | -3.9% | +18.6% |
| All | +186.9% | +116.9% | +70.0% | +120.5% |
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