+58.3%
DLR vs CLX
-35.1%
+93.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | 0.0% |
| 7D | +2.9% | -4.9% | +7.8% | +3.5% |
| 30D | -1.2% | -15.8% | +14.7% | +0.7% |
| 3M | +2.9% | -7.9% | +10.9% | +3.6% |
| 6M | +6.7% | -19.0% | +25.7% | +8.9% |
| YTD | +23.9% | -7.9% | +31.8% | +24.2% |
| 1Y | +18.6% | -25.4% | +44.0% | +22.5% |
| All | +58.3% | -35.1% | +93.4% | +66.8% |
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