+53.8%
DLR vs CLX
-9.6%
+63.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | +0.3% | +13.6% | -13.3% | -1.1% |
| 30D | +1.2% | +29.1% | -27.9% | -1.6% |
| 3M | -4.8% | +1.6% | -6.4% | -5.1% |
| 6M | -6.1% | +18.7% | -24.8% | -8.3% |
| YTD | +19.3% | +11.1% | +8.2% | +17.1% |
| 1Y | +10.0% | +7.0% | +3.0% | +8.4% |
| 3Y | +53.8% | -10.0% | +63.8% | +53.2% |
| All | +53.8% | -9.6% | +63.4% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling