+171.8%
DLR vs ROK
+350.4%
-178.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.6% |
| 7D | -1.3% | -1.6% | +0.3% | -0.8% |
| 30D | -2.9% | -5.4% | +2.6% | -1.2% |
| 3M | +3.2% | -4.0% | +7.2% | +4.0% |
| 6M | +3.9% | +13.3% | -9.5% | -0.8% |
| YTD | +21.4% | +9.3% | +12.1% | +16.7% |
| 1Y | +9.7% | +25.8% | -16.1% | +0.8% |
| 3Y | +56.5% | +49.1% | +7.4% | +32.6% |
| 5Y | +41.5% | +45.9% | -4.3% | +18.0% |
| All | +171.8% | +350.4% | -178.7% | +69.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling