+3,340.7%
DLR vs CHRW
+642.6%
+2,698.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.1% | +0.5% |
| 7D | -3.6% | +0.6% | -4.2% | -3.8% |
| 30D | -3.5% | -7.3% | +3.8% | -1.5% |
| 3M | -8.9% | -14.2% | +5.3% | -5.2% |
| 6M | -11.6% | -25.1% | +13.5% | -5.6% |
| YTD | +14.9% | -21.2% | +36.1% | +18.0% |
| 1Y | +6.4% | -14.2% | +20.6% | +5.7% |
| 3Y | +47.3% | +63.5% | -16.3% | +7.9% |
| 5Y | +32.8% | +49.6% | -16.8% | -2.2% |
| 10Y | +169.6% | +129.4% | +40.2% | +51.4% |
| All | +3,340.7% | +642.6% | +2,698.1% | +1,127.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling