+42.1%
DLR vs CHD
+19.3%
+22.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.1% |
| 7D | +2.9% | -4.2% | +7.1% | +3.9% |
| 30D | -1.2% | -7.6% | +6.4% | +0.6% |
| 3M | +2.9% | -1.6% | +4.5% | +3.1% |
| 6M | +6.7% | -6.3% | +13.0% | +8.0% |
| YTD | +23.9% | +14.6% | +9.3% | +18.9% |
| 1Y | +18.6% | +1.6% | +17.0% | +17.5% |
| 3Y | +59.7% | +3.1% | +56.5% | +52.4% |
| 5Y | +42.1% | +21.1% | +21.0% | +22.9% |
| All | +42.1% | +19.3% | +22.8% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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