+3.2%
EXC vs DLR
+9.4%
-6.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | -0.3% |
| 7D | -1.7% | +2.4% | -4.1% | -2.0% |
| 30D | +9.3% | +0.7% | +8.6% | +9.1% |
| 3M | +1.0% | -6.4% | +7.5% | +1.8% |
| 6M | +5.9% | -6.5% | +12.5% | +7.2% |
| YTD | +7.6% | +18.8% | -11.2% | +5.1% |
| All | +3.2% | +9.4% | -6.2% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling