+60.0%
DLR vs CCJ
+174.2%
-114.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | +3.4% | +5.9% | -2.5% | +2.4% |
| 30D | -2.2% | +4.7% | -6.9% | -3.0% |
| 3M | +4.7% | -3.3% | +8.0% | +5.0% |
| 6M | +9.0% | -7.0% | +16.0% | +9.5% |
| YTD | +24.1% | +11.5% | +12.7% | +20.4% |
| 1Y | +20.9% | +32.3% | -11.3% | +12.7% |
| 3Y | +60.0% | +176.8% | -116.8% | +29.1% |
| All | +60.0% | +174.2% | -114.2% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling