+3,472.7%
DLR vs CHRW
+664.3%
+2,808.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.3% | -3.4% | +3.7% | +1.6% |
| 30D | +1.2% | -9.4% | +10.5% | +4.2% |
| 3M | -4.8% | -12.6% | +7.8% | -1.5% |
| 6M | -6.1% | -24.2% | +18.0% | -0.1% |
| YTD | +19.3% | -18.9% | +38.2% | +21.4% |
| 1Y | +10.0% | -13.7% | +23.6% | +9.1% |
| 3Y | +53.8% | +72.6% | -18.8% | +10.5% |
| 5Y | +39.1% | +55.6% | -16.4% | +1.1% |
| 10Y | +188.1% | +122.7% | +65.4% | +65.0% |
| All | +3,472.7% | +664.3% | +2,808.4% | +1,161.9% |
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 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