+3,595.6%
DLR vs CRL
+499.2%
+3,096.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.8% |
| 7D | +1.6% | -1.0% | +2.6% | +1.8% |
| 30D | -3.4% | +10.7% | -14.0% | -6.1% |
| 3M | +0.5% | +55.3% | -54.8% | -11.9% |
| 6M | +4.6% | +60.7% | -56.1% | -10.3% |
| YTD | +23.4% | +44.6% | -21.2% | +8.4% |
| 1Y | +19.0% | +77.7% | -58.7% | -2.2% |
| 3Y | +56.5% | +37.6% | +18.9% | +30.5% |
| 5Y | +33.3% | -35.8% | +69.2% | +37.5% |
| 10Y | +165.1% | +241.7% | -76.6% | +46.3% |
| All | +3,595.6% | +499.2% | +3,096.5% | +1,266.1% |
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