+3,477.6%
DLR vs CRL
+611.7%
+2,865.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | -2.0% | +5.0% | -7.1% | -3.4% |
| 30D | +0.5% | +13.5% | -13.0% | -3.3% |
| 3M | -4.4% | +21.5% | -25.9% | -10.0% |
| 6M | -6.4% | +103.4% | -109.9% | -24.6% |
| YTD | +19.5% | +71.8% | -52.3% | -0.5% |
| 1Y | +10.5% | +97.5% | -87.0% | -11.8% |
| 3Y | +54.0% | +99.2% | -45.2% | +14.4% |
| 5Y | +39.7% | -12.1% | +51.9% | +31.0% |
| 10Y | +189.5% | +359.2% | -169.7% | +45.5% |
| All | +3,477.6% | +611.7% | +2,865.9% | +1,153.7% |
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 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