+2,231.5%
DLR vs EXPE
+851.4%
+1,380.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.7% |
| 7D | +1.6% | -9.5% | +11.1% | +3.7% |
| 30D | -3.4% | -6.6% | +3.3% | -2.1% |
| 3M | +0.5% | +31.4% | -30.9% | -5.9% |
| 6M | +4.6% | +35.2% | -30.6% | -3.4% |
| YTD | +23.4% | +5.8% | +17.6% | +19.3% |
| 1Y | +19.0% | +38.7% | -19.6% | +7.5% |
| 3Y | +56.5% | +175.8% | -119.3% | +16.7% |
| 5Y | +33.3% | +111.8% | -78.5% | +0.7% |
| 10Y | +165.1% | +179.7% | -14.6% | +65.8% |
| All | +2,231.5% | +851.4% | +1,380.0% | +542.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling