+186.6%
DLR vs CHRW
+128.5%
+58.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +5.0% | +4.7% | +0.3% | +4.2% |
| 30D | +3.0% | -2.6% | +5.6% | +3.3% |
| 3M | -6.3% | -8.0% | +1.7% | -5.4% |
| 6M | -4.8% | -19.0% | +14.2% | -3.0% |
| YTD | +21.0% | -15.5% | +36.5% | +20.6% |
| 1Y | +15.1% | -10.8% | +26.0% | +13.2% |
| 3Y | +56.0% | +79.8% | -23.8% | +25.8% |
| 5Y | +39.1% | +59.3% | -20.2% | +14.3% |
| All | +186.6% | +128.5% | +58.1% | +100.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling