+3,595.7%
DLR vs CHRW
+774.8%
+2,820.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | +1.6% | -1.4% | +3.0% | +2.1% |
| 30D | -3.4% | -3.5% | +0.1% | -2.3% |
| 3M | +0.5% | -19.4% | +19.9% | +6.2% |
| 6M | +4.6% | -21.4% | +25.9% | +10.7% |
| YTD | +23.4% | -7.1% | +30.5% | +21.2% |
| 1Y | +19.0% | +17.8% | +1.2% | +5.6% |
| 3Y | +56.5% | +78.8% | -22.2% | +12.9% |
| 5Y | +33.3% | +83.5% | -50.2% | -7.8% |
| 10Y | +165.1% | +160.2% | +4.9% | +45.0% |
| All | +3,595.7% | +774.8% | +2,820.8% | +1,160.4% |
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