+76.3%
CL vs DLR
+174.9%
-98.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.4% | -2.0% | +0.8% |
| 7D | +0.5% | +2.4% | -1.8% | 0.0% |
| 30D | +11.6% | +0.7% | +10.8% | +11.2% |
| 3M | +5.6% | -6.4% | +12.0% | +6.7% |
| 6M | +13.2% | -6.5% | +19.7% | +14.0% |
| YTD | +26.9% | +18.8% | +8.1% | +21.2% |
| 1Y | +27.3% | +9.0% | +18.3% | +23.7% |
| 3Y | +39.7% | +54.5% | -14.8% | +21.7% |
| 5Y | +41.3% | +35.8% | +5.5% | +25.7% |
| 10Y | +76.3% | +177.5% | -101.2% | +21.8% |
| All | +76.3% | +174.9% | -98.7% | +21.8% |
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