+1,126.0%
CAT vs DLR
+163.6%
+962.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.5% | +0.9% |
| 7D | +5.6% | +3.4% | +2.2% | +4.6% |
| 30D | -2.3% | -2.2% | -0.1% | -1.7% |
| 3M | -10.0% | +4.7% | -14.7% | -11.4% |
| 6M | +21.2% | +9.0% | +12.2% | +18.3% |
| YTD | +44.4% | +24.1% | +20.3% | +36.3% |
| 1Y | +96.3% | +20.9% | +75.3% | +85.9% |
| 3Y | +203.9% | +60.0% | +143.9% | +165.2% |
| 5Y | +333.5% | +35.3% | +298.2% | +286.0% |
| 10Y | +1,126.0% | +165.8% | +960.3% | +841.8% |
| All | +1,126.0% | +163.6% | +962.4% | +841.8% |
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