+56.9%
DLR vs EXPE
+182.4%
-125.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.5% |
| 7D | +1.6% | -9.5% | +11.1% | +2.7% |
| 30D | -3.4% | -6.6% | +3.3% | -2.7% |
| 3M | +0.5% | +31.4% | -30.9% | -3.2% |
| 6M | +4.6% | +35.2% | -30.6% | -0.1% |
| YTD | +23.4% | +5.8% | +17.6% | +21.6% |
| 1Y | +19.0% | +38.7% | -19.6% | +11.8% |
| All | +56.9% | +182.4% | -125.5% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling