+54.5%
DLR vs CRL
+99.4%
-44.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.7% | -1.3% | +2.9% |
| 7D | +2.4% | +4.4% | -2.0% | +1.8% |
| 30D | +0.7% | +17.1% | -16.3% | -1.1% |
| 3M | -6.4% | +32.1% | -38.5% | -9.4% |
| 6M | -6.5% | +98.9% | -105.5% | -13.8% |
| YTD | +18.8% | +77.1% | -58.3% | +10.7% |
| 1Y | +9.0% | +110.3% | -101.2% | -0.8% |
| 3Y | +54.5% | +108.5% | -54.0% | +29.6% |
| All | +54.5% | +99.4% | -44.9% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling