+186.6%
DLR vs CLX
+30.5%
+156.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.0% |
| 7D | +5.0% | +8.5% | -3.5% | +2.8% |
| 30D | +3.0% | +30.0% | -27.0% | -4.0% |
| 3M | -6.3% | +3.8% | -10.1% | -7.4% |
| 6M | -4.8% | +24.6% | -29.4% | -11.0% |
| YTD | +21.0% | +12.8% | +8.3% | +15.5% |
| 1Y | +15.1% | +8.6% | +6.6% | +10.9% |
| 3Y | +56.0% | -8.6% | +64.6% | +55.4% |
| 5Y | +39.1% | -21.8% | +60.9% | +42.1% |
| All | +186.6% | +30.5% | +156.1% | +115.0% |
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