+2,144.2%
DLR vs EXPE
+727.3%
+1,416.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | +2.4% | -13.3% | +15.7% | +5.2% |
| 30D | +0.7% | -5.5% | +6.2% | +1.4% |
| 3M | -6.4% | -16.5% | +10.0% | -3.7% |
| 6M | -6.5% | +13.1% | -19.6% | -10.3% |
| YTD | +18.8% | -8.0% | +26.8% | +17.5% |
| 1Y | +9.0% | +1.1% | +7.9% | +5.3% |
| 3Y | +54.5% | +131.2% | -76.7% | +19.3% |
| 5Y | +35.8% | +39.8% | -3.9% | +12.5% |
| 10Y | +177.5% | +118.5% | +59.0% | +83.0% |
| All | +2,144.2% | +727.3% | +1,416.8% | +531.8% |
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 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