+268.1%
EXC vs DLR
+3,340.7%
-3,072.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -1.2% | -3.6% | +2.4% | -0.2% |
| 30D | +10.0% | -3.5% | +13.4% | +10.8% |
| 3M | +1.6% | -8.9% | +10.5% | +4.1% |
| 6M | +3.3% | -11.6% | +14.8% | +6.1% |
| YTD | +7.6% | +14.9% | -7.3% | +2.1% |
| 1Y | +3.5% | +6.4% | -3.0% | +0.3% |
| 3Y | +27.7% | +47.3% | -19.6% | +9.6% |
| 5Y | +41.1% | +32.8% | +8.3% | +22.3% |
| 10Y | +178.2% | +169.6% | +8.6% | +92.9% |
| All | +268.1% | +3,340.7% | -3,072.7% | +13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling