+19.0%
DLR vs ROK
+29.3%
-10.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | +1.6% | +0.7% | +0.9% | +1.5% |
| 30D | -3.4% | -3.3% | 0.0% | -2.9% |
| 3M | +0.5% | -5.9% | +6.4% | +1.0% |
| 6M | +4.6% | +13.9% | -9.3% | +1.6% |
| YTD | +23.4% | +12.6% | +10.8% | +19.2% |
| 1Y | +19.0% | +28.6% | -9.6% | +13.0% |
| All | +19.0% | +29.3% | -10.3% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling