+176.5%
DLR vs CLX
-3.7%
+180.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.9% | +2.0% |
| 7D | +0.1% | -5.7% | +5.8% | +1.7% |
| 30D | -4.3% | -17.0% | +12.7% | +0.6% |
| 3M | +3.8% | -9.7% | +13.5% | +6.2% |
| 6M | +5.8% | -19.8% | +25.7% | +11.6% |
| YTD | +23.5% | -9.8% | +33.4% | +25.4% |
| 1Y | +11.1% | -26.2% | +37.3% | +19.4% |
| 3Y | +57.9% | -36.2% | +94.1% | +74.9% |
| 5Y | +44.0% | -38.3% | +82.3% | +57.4% |
| All | +176.5% | -3.7% | +180.1% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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