+3,477.6%
DLR vs CHD
+2,043.3%
+1,434.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | +0.5% | +12.2% | -11.6% | -4.9% |
| 3M | -4.4% | +9.3% | -13.7% | -8.7% |
| 6M | -6.4% | +24.3% | -30.7% | -16.2% |
| YTD | +19.5% | +34.9% | -15.4% | +2.4% |
| 1Y | +10.5% | +32.7% | -22.2% | -4.7% |
| 3Y | +54.0% | +29.4% | +24.6% | +29.8% |
| 5Y | +39.7% | +31.7% | +8.0% | +14.6% |
| 10Y | +189.5% | +191.7% | -2.2% | +50.2% |
| All | +3,477.6% | +2,043.3% | +1,434.3% | +737.3% |
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