+3,472.7%
DLR vs CLX
+271.5%
+3,201.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | 0.0% |
| 7D | +0.3% | +13.6% | -13.3% | -4.9% |
| 30D | +1.2% | +29.1% | -27.9% | -9.2% |
| 3M | -4.8% | +1.6% | -6.4% | -6.0% |
| 6M | -6.1% | +18.7% | -24.8% | -14.0% |
| YTD | +19.3% | +11.1% | +8.2% | +11.2% |
| 1Y | +10.0% | +7.0% | +3.0% | +4.0% |
| 3Y | +53.8% | -10.0% | +63.8% | +52.8% |
| 5Y | +39.1% | -22.6% | +61.8% | +42.8% |
| 10Y | +188.1% | +29.3% | +158.8% | +99.7% |
| All | +3,472.7% | +271.5% | +3,201.1% | +1,174.7% |
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