+171.8%
DLR vs CCJ
+1,074.4%
-902.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -1.6% |
| 7D | -1.3% | -3.2% | +1.9% | -0.9% |
| 30D | -2.9% | -1.3% | -1.5% | -2.8% |
| 3M | +3.2% | +2.5% | +0.7% | +2.8% |
| 6M | +3.9% | -18.9% | +22.8% | +5.8% |
| YTD | +21.4% | +6.5% | +15.0% | +19.7% |
| 1Y | +9.7% | +22.8% | -13.1% | +5.7% |
| 3Y | +56.5% | +164.5% | -107.9% | +37.2% |
| 5Y | +41.5% | +303.7% | -262.2% | +18.0% |
| All | +171.8% | +1,074.4% | -902.7% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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