+176.7%
DLR vs CRL
+244.4%
-67.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | 0.0% |
| 7D | +2.9% | -4.6% | +7.5% | +4.0% |
| 30D | -1.2% | +0.5% | -1.6% | -1.4% |
| 3M | +2.9% | +46.6% | -43.7% | -6.3% |
| 6M | +6.7% | +57.3% | -50.6% | -5.4% |
| YTD | +23.9% | +39.5% | -15.7% | +12.6% |
| 1Y | +18.6% | +76.9% | -58.2% | +1.1% |
| 3Y | +59.7% | +39.4% | +20.3% | +37.4% |
| 5Y | +42.1% | -37.2% | +79.2% | +49.1% |
| 10Y | +176.7% | +253.4% | -76.7% | +75.7% |
| All | +176.7% | +244.4% | -67.7% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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