+60.0%
DLR vs RIG
-28.9%
+88.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.7% |
| 7D | +3.4% | -2.7% | +6.1% | +3.6% |
| 30D | -2.2% | +9.5% | -11.7% | -3.1% |
| 3M | +4.7% | -6.6% | +11.4% | +5.1% |
| 6M | +9.0% | -2.9% | +11.9% | +8.4% |
| YTD | +24.1% | +39.5% | -15.3% | +18.8% |
| 1Y | +20.9% | +82.3% | -61.3% | +12.7% |
| 3Y | +60.0% | -29.6% | +89.6% | +54.4% |
| All | +60.0% | -28.9% | +88.9% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling