+176.7%
DLR vs CTAS
+665.9%
-489.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +2.9% | +1.0% | +1.9% | +2.5% |
| 30D | -1.2% | -1.1% | -0.1% | -0.8% |
| 3M | +2.9% | +11.5% | -8.6% | -1.9% |
| 6M | +6.7% | +0.2% | +6.5% | +5.7% |
| YTD | +23.9% | +7.2% | +16.7% | +19.3% |
| 1Y | +18.6% | 0.0% | +18.6% | +17.2% |
| 3Y | +59.7% | +65.9% | -6.2% | +26.9% |
| 5Y | +42.1% | +109.6% | -67.5% | +2.8% |
| 10Y | +176.7% | +683.8% | -507.0% | +21.5% |
| All | +176.7% | +665.9% | -489.1% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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