+3,455.1%
DLR vs CHD
+2,068.0%
+1,387.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.5% |
| 7D | +3.3% | +3.6% | -0.3% | +1.6% |
| 30D | +4.6% | +10.4% | -5.8% | -0.3% |
| 3M | -8.3% | +12.2% | -20.5% | -13.4% |
| 6M | -5.6% | +19.9% | -25.5% | -14.0% |
| YTD | +18.7% | +36.4% | -17.7% | +1.2% |
| 1Y | +17.1% | +35.1% | -18.0% | +0.1% |
| 3Y | +54.4% | +29.2% | +25.2% | +30.3% |
| 5Y | +36.5% | +33.4% | +3.1% | +11.3% |
| 10Y | +187.7% | +195.0% | -7.3% | +48.5% |
| All | +3,455.1% | +2,068.0% | +1,387.1% | +727.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling