+2,138.5%
DLR vs CF
+4,965.4%
-2,826.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.4% | +7.0% | +3.3% |
| 7D | +2.8% | -6.9% | +9.7% | +4.0% |
| 30D | +2.8% | -3.7% | +6.5% | +3.3% |
| 3M | -4.0% | -5.0% | +1.0% | -3.5% |
| 6M | -5.6% | -10.5% | +4.9% | -4.7% |
| YTD | +21.9% | +46.5% | -24.6% | +10.8% |
| 1Y | +13.0% | +34.8% | -21.8% | +4.2% |
| 3Y | +52.2% | +46.7% | +5.6% | +35.6% |
| 5Y | +40.3% | +112.0% | -71.7% | +11.4% |
| 10Y | +186.1% | +529.7% | -343.6% | +60.5% |
| All | +2,138.5% | +4,965.4% | -2,826.9% | +575.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling