+183.8%
EXC vs DLR
+174.9%
+8.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | -1.0% |
| 7D | -1.7% | +2.4% | -4.1% | -2.6% |
| 30D | +9.3% | +0.7% | +8.6% | +8.8% |
| 3M | +1.0% | -6.4% | +7.5% | +2.8% |
| 6M | +5.9% | -6.5% | +12.5% | +7.3% |
| YTD | +7.6% | +18.8% | -11.2% | +0.2% |
| 1Y | +2.4% | +9.0% | -6.6% | -2.0% |
| 3Y | +30.2% | +54.5% | -24.2% | +5.9% |
| 5Y | +41.4% | +35.8% | +5.5% | +18.5% |
| 10Y | +183.8% | +177.5% | +6.3% | +66.4% |
| All | +183.8% | +174.9% | +8.8% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling