+47.6%
EXC vs DLR
+33.9%
+13.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.1% |
| 3M | -1.3% | +0.5% | -1.8% | -1.7% |
| 6M | -9.7% | +4.6% | -14.3% | -11.0% |
| YTD | +2.9% | +23.4% | -20.5% | -2.4% |
| 1Y | +4.4% | +19.0% | -14.6% | -0.4% |
| 3Y | +22.2% | +56.5% | -34.3% | +5.5% |
| All | +47.6% | +33.9% | +13.8% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling