+3,457.3%
DLR vs CRL
+633.8%
+2,823.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.7% | -1.3% | +2.1% |
| 7D | +2.4% | +4.4% | -2.0% | +1.0% |
| 30D | +0.7% | +17.1% | -16.3% | -3.9% |
| 3M | -6.4% | +32.1% | -38.5% | -13.9% |
| 6M | -6.5% | +98.9% | -105.5% | -24.2% |
| YTD | +18.8% | +77.1% | -58.3% | -1.8% |
| 1Y | +9.0% | +110.3% | -101.2% | -14.5% |
| 3Y | +54.5% | +108.5% | -54.0% | +13.2% |
| 5Y | +35.8% | -7.9% | +43.7% | +25.6% |
| 10Y | +177.5% | +368.9% | -191.5% | +38.8% |
| All | +3,457.3% | +633.8% | +2,823.4% | +1,136.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling