+35.3%
DLR vs EXPE
+89.5%
-54.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.9% | +8.5% | +1.8% |
| 7D | +3.4% | -9.8% | +13.2% | +5.0% |
| 30D | -2.2% | -11.5% | +9.3% | -0.6% |
| 3M | +4.7% | +21.7% | -17.0% | +0.9% |
| 6M | +9.0% | +10.4% | -1.4% | +6.3% |
| YTD | +24.1% | -2.5% | +26.7% | +22.9% |
| 1Y | +20.9% | +27.3% | -6.4% | +13.3% |
| 3Y | +60.0% | +153.5% | -93.5% | +27.6% |
| 5Y | +35.3% | +91.1% | -55.8% | +6.3% |
| All | +35.3% | +89.5% | -54.2% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling