+54.5%
DLR vs EXPE
+125.5%
-71.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | +2.4% | -13.3% | +15.7% | +3.8% |
| 30D | +0.7% | -5.5% | +6.2% | +1.2% |
| 3M | -6.4% | -16.5% | +10.0% | -4.9% |
| 6M | -6.5% | +13.1% | -19.6% | -8.5% |
| YTD | +18.8% | -8.0% | +26.8% | +18.7% |
| 1Y | +9.0% | +1.1% | +7.9% | +7.3% |
| 3Y | +54.5% | +131.2% | -76.7% | +32.7% |
| All | +54.5% | +125.5% | -71.0% | +32.7% |
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