+13.0%
DLR vs CHRW
-10.6%
+23.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.3% | +2.6% |
| 7D | +2.8% | +4.9% | -2.0% | +3.3% |
| 30D | +2.8% | -4.8% | +7.6% | +2.5% |
| 3M | -4.0% | -13.1% | +9.1% | -4.9% |
| 6M | -5.6% | -16.3% | +10.7% | -8.7% |
| YTD | +21.9% | -15.8% | +37.8% | +15.3% |
| 1Y | +13.0% | -11.1% | +24.2% | +7.8% |
| All | +13.0% | -10.6% | +23.6% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 1y: compounded portfolio wealth divided by compounded CHRW 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…
1y analysis · Full analysis span regression · 6 months rolling