+176.7%
DLR vs CHRW
+170.5%
+6.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | +2.9% | +4.1% | -1.2% | +2.2% |
| 30D | -1.2% | +1.9% | -3.1% | -1.5% |
| 3M | +2.9% | -21.2% | +24.1% | +6.4% |
| 6M | +6.7% | -16.7% | +23.3% | +8.6% |
| YTD | +23.9% | -5.4% | +29.2% | +21.7% |
| 1Y | +18.6% | +21.2% | -2.5% | +9.5% |
| 3Y | +59.7% | +86.5% | -26.8% | +29.7% |
| 5Y | +42.1% | +93.0% | -51.0% | +12.8% |
| 10Y | +176.7% | +174.5% | +2.2% | +89.3% |
| All | +176.7% | +170.5% | +6.2% | +89.3% |
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