+15.1%
DLR vs ROK
+4.1%
+11.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +5.0% | +6.1% | -1.0% | +3.5% |
| 30D | +3.0% | -6.5% | +9.5% | +4.6% |
| 3M | -6.3% | -10.2% | +3.9% | -4.1% |
| 6M | -4.8% | -10.6% | +5.9% | -3.1% |
| YTD | +21.0% | +4.9% | +16.1% | +17.1% |
| 1Y | +15.1% | +3.8% | +11.3% | +12.3% |
| All | +15.1% | +4.1% | +11.1% | +12.3% |
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 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