+3,411.9%
CSX vs DLR
+3,595.7%
-183.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.7% |
| 7D | -3.4% | +1.6% | -5.0% | -3.9% |
| 30D | -3.1% | -3.4% | +0.3% | -1.9% |
| 3M | +7.2% | +0.5% | +6.7% | +6.2% |
| 6M | +16.2% | +4.6% | +11.6% | +13.3% |
| YTD | +37.5% | +23.4% | +14.1% | +25.6% |
| 1Y | +53.2% | +19.0% | +34.2% | +41.3% |
| 3Y | +68.2% | +56.5% | +11.7% | +35.1% |
| 5Y | +65.2% | +33.3% | +31.9% | +37.3% |
| 10Y | +504.1% | +165.1% | +339.0% | +254.6% |
| All | +3,411.9% | +3,595.7% | -183.8% | +659.9% |
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