+32.3%
DLR vs CHRW
+49.0%
-16.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.1% | 0.0% |
| 7D | -3.6% | +0.6% | -4.2% | -3.6% |
| 30D | -3.5% | -7.3% | +3.8% | -2.7% |
| 3M | -8.9% | -14.2% | +5.3% | -7.6% |
| 6M | -11.6% | -25.1% | +13.5% | -9.8% |
| YTD | +14.9% | -21.2% | +36.1% | +14.6% |
| 1Y | +6.4% | -14.2% | +20.6% | +4.3% |
| 3Y | +47.3% | +63.5% | -16.3% | +21.0% |
| All | +32.3% | +49.0% | -16.7% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling