+412.6%
CSX vs DLR
+174.9%
+237.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.4% | -0.6% | +1.8% |
| 7D | -2.2% | +2.4% | -4.6% | -2.9% |
| 30D | +6.8% | +0.7% | +6.1% | +6.4% |
| 3M | +0.7% | -6.4% | +7.1% | +2.3% |
| 6M | +13.3% | -6.5% | +19.8% | +14.5% |
| YTD | +40.5% | +18.8% | +21.7% | +32.2% |
| 1Y | +44.7% | +9.0% | +35.6% | +39.4% |
| 3Y | +74.5% | +54.5% | +20.0% | +47.2% |
| 5Y | +52.0% | +35.8% | +16.2% | +30.5% |
| 10Y | +412.6% | +177.5% | +235.2% | +270.3% |
| All | +412.6% | +174.9% | +237.7% | +270.3% |
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