+9.7%
DLR vs CLX
-25.7%
+35.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.9% |
| 7D | -1.3% | -5.9% | +4.6% | -0.9% |
| 30D | -2.9% | -17.0% | +14.2% | -1.7% |
| 3M | +3.2% | -9.6% | +12.8% | +3.6% |
| 6M | +3.9% | -21.5% | +25.4% | +4.7% |
| YTD | +21.4% | -8.8% | +30.2% | +22.3% |
| 1Y | +9.7% | -24.7% | +34.3% | +9.4% |
| All | +9.7% | -25.7% | +35.4% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling