+42.1%
DLR vs CLX
-37.0%
+79.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | +0.2% |
| 7D | +2.9% | -4.9% | +7.8% | +3.8% |
| 30D | -1.2% | -15.8% | +14.7% | +1.9% |
| 3M | +2.9% | -7.9% | +10.9% | +4.1% |
| 6M | +6.7% | -19.0% | +25.7% | +10.4% |
| YTD | +23.9% | -7.9% | +31.8% | +24.6% |
| 1Y | +18.6% | -25.4% | +44.0% | +24.5% |
| 3Y | +59.7% | -35.0% | +94.7% | +71.1% |
| 5Y | +42.1% | -36.8% | +78.8% | +43.3% |
| All | +42.1% | -37.0% | +79.0% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling