+3,595.6%
DLR vs RIG
-82.0%
+3,677.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.6% |
| 7D | +1.6% | +0.9% | +0.7% | +1.5% |
| 30D | -3.4% | +13.8% | -17.2% | -4.6% |
| 3M | +0.5% | -6.4% | +6.9% | +0.8% |
| 6M | +4.6% | -8.2% | +12.7% | +4.7% |
| YTD | +23.4% | +41.6% | -18.2% | +18.3% |
| 1Y | +19.0% | +88.7% | -69.7% | +10.7% |
| 3Y | +56.5% | -30.9% | +87.4% | +55.8% |
| 5Y | +33.3% | +57.7% | -24.4% | +17.0% |
| 10Y | +165.1% | -39.3% | +204.4% | +112.3% |
| All | +3,595.6% | -82.0% | +3,677.6% | +3,694.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling