+38.5%
DLR vs RIG
+42.4%
-3.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.7% | +3.5% |
| 7D | +2.4% | -17.0% | +19.4% | +3.6% |
| 30D | +0.7% | -6.2% | +6.9% | +1.1% |
| 3M | -6.4% | -1.7% | -4.7% | -6.6% |
| 6M | -6.5% | -19.2% | +12.7% | -5.6% |
| YTD | +18.8% | +25.2% | -6.4% | +15.6% |
| 1Y | +9.0% | +29.9% | -20.9% | +5.8% |
| 3Y | +54.5% | -21.3% | +75.8% | +50.7% |
| All | +38.5% | +42.4% | -3.9% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling