+165.8%
DLR vs CNH
+152.9%
+12.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.1% | +1.6% |
| 7D | +3.4% | +8.8% | -5.4% | +1.7% |
| 30D | -2.2% | +24.7% | -26.9% | -6.3% |
| 3M | +4.7% | +27.3% | -22.6% | -0.3% |
| 6M | +9.0% | +23.2% | -14.1% | +4.0% |
| YTD | +24.1% | +48.9% | -24.8% | +14.3% |
| 1Y | +20.9% | +19.4% | +1.5% | +15.6% |
| 3Y | +60.0% | +7.8% | +52.3% | +53.2% |
| 5Y | +35.3% | +8.7% | +26.6% | +27.0% |
| 10Y | +165.8% | +149.5% | +16.2% | +90.8% |
| All | +165.8% | +152.9% | +12.8% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling