+35.3%
DLR vs RIG
+52.4%
-17.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.9% |
| 3M | +4.7% | -6.6% | +11.4% | +5.0% |
| 6M | +9.0% | -2.9% | +11.9% | +8.7% |
| YTD | +24.1% | +39.5% | -15.3% | +20.5% |
| 1Y | +20.9% | +82.3% | -61.3% | +15.3% |
| 3Y | +60.0% | -29.6% | +89.6% | +56.9% |
| 5Y | +35.3% | +63.2% | -27.9% | +28.9% |
| All | +35.3% | +52.4% | -17.1% | +28.9% |
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