+3,457.3%
DLR vs RIG
-84.1%
+3,541.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.7% | +3.5% |
| 7D | +2.4% | -17.0% | +19.4% | +4.1% |
| 30D | +0.7% | -6.2% | +6.9% | +1.2% |
| 3M | -6.4% | -1.7% | -4.7% | -6.6% |
| 6M | -6.5% | -19.2% | +12.7% | -5.3% |
| YTD | +18.8% | +25.2% | -6.4% | +14.9% |
| 1Y | +9.0% | +29.9% | -20.9% | +5.0% |
| 3Y | +54.5% | -21.3% | +75.8% | +51.7% |
| 5Y | +35.8% | +40.5% | -4.6% | +20.7% |
| 10Y | +177.5% | -49.6% | +227.0% | +128.4% |
| All | +3,457.3% | -84.1% | +3,541.3% | +3,584.2% |
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