+20.5%
EXC vs DLR
+59.3%
-38.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | +0.3% | +1.6% | -1.3% | +0.1% |
| 30D | -3.7% | -3.4% | -0.4% | -3.3% |
| 3M | -1.3% | +0.5% | -1.8% | -1.4% |
| 6M | -9.7% | +4.6% | -14.3% | -10.4% |
| YTD | +2.9% | +23.4% | -20.5% | 0.0% |
| 1Y | +4.4% | +19.0% | -14.6% | +1.7% |
| All | +20.5% | +59.3% | -38.8% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling