+176.5%
DLR vs CHTR
-44.7%
+221.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +1.0% |
| 7D | +0.1% | -4.1% | +4.2% | +0.8% |
| 30D | -4.3% | -3.0% | -1.3% | -4.2% |
| 3M | +3.8% | +4.8% | -0.9% | +1.7% |
| 6M | +5.8% | -35.0% | +40.9% | +13.0% |
| YTD | +23.5% | -30.2% | +53.7% | +29.0% |
| 1Y | +11.1% | -44.8% | +55.8% | +22.4% |
| 3Y | +57.9% | -66.6% | +124.4% | +91.0% |
| 5Y | +44.0% | -81.5% | +125.4% | +102.1% |
| All | +176.5% | -44.7% | +221.2% | +185.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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