+35.8%
DLR vs CF
+112.3%
-76.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.5% | +3.4% |
| 7D | +2.4% | -0.9% | +3.2% | +2.4% |
| 30D | +0.7% | +6.9% | -6.2% | +0.6% |
| 3M | -6.4% | +4.8% | -11.3% | -6.5% |
| 6M | -6.5% | +4.7% | -11.2% | -6.8% |
| YTD | +18.8% | +56.5% | -37.7% | +14.9% |
| 1Y | +9.0% | +48.4% | -39.4% | +5.8% |
| 3Y | +54.5% | +59.1% | -4.7% | +48.1% |
| 5Y | +35.8% | +109.5% | -73.7% | +24.1% |
| All | +35.8% | +112.3% | -76.4% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 5y: compounded portfolio wealth divided by compounded CF 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…
5y analysis · Full analysis span regression · 6 months rolling