+19.0%
DLR vs RIG
+97.6%
-78.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.5% |
| 7D | +1.6% | +0.9% | +0.7% | +1.5% |
| 30D | -3.4% | +13.8% | -17.2% | -4.5% |
| 3M | +0.5% | -6.4% | +6.9% | +0.9% |
| 6M | +4.6% | -8.2% | +12.7% | +4.3% |
| YTD | +23.4% | +41.6% | -18.2% | +13.3% |
| 1Y | +19.0% | +88.7% | -69.7% | +5.2% |
| All | +19.0% | +97.6% | -78.6% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1y: compounded portfolio wealth divided by compounded RIG 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…
1y analysis · Full analysis span regression · 6 months rolling