+3,523.8%
DLR vs CLX
+277.1%
+3,246.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.8% |
| 7D | +5.0% | +8.5% | -3.5% | +1.5% |
| 30D | +3.0% | +30.0% | -27.0% | -7.9% |
| 3M | -6.3% | +3.8% | -10.1% | -8.2% |
| 6M | -4.8% | +24.6% | -29.4% | -14.5% |
| YTD | +21.0% | +12.8% | +8.3% | +12.1% |
| 1Y | +15.1% | +8.6% | +6.6% | +8.3% |
| 3Y | +56.0% | -8.6% | +64.6% | +54.1% |
| 5Y | +39.1% | -21.8% | +60.9% | +42.2% |
| 10Y | +193.3% | +30.4% | +162.9% | +102.9% |
| All | +3,523.8% | +277.1% | +3,246.7% | +1,185.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling