+181.2%
DLR vs CLX
+32.0%
+149.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.2% |
| 7D | +3.3% | +9.5% | -6.2% | +0.9% |
| 30D | +4.6% | +30.7% | -26.1% | -2.7% |
| 3M | -8.3% | +4.2% | -12.5% | -9.5% |
| 6M | -5.6% | +22.1% | -27.7% | -11.3% |
| YTD | +18.7% | +14.1% | +4.6% | +12.9% |
| 1Y | +17.1% | +10.3% | +6.8% | +12.3% |
| 3Y | +54.4% | -7.8% | +62.2% | +53.4% |
| 5Y | +36.5% | -20.8% | +57.3% | +39.0% |
| All | +181.2% | +32.0% | +149.1% | +110.2% |
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