+42.4%
DLR vs ROK
+46.1%
-3.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.9% |
| 7D | +3.4% | +2.8% | +0.6% | +2.5% |
| 30D | -2.2% | -2.4% | +0.2% | -1.5% |
| 3M | +4.7% | -4.7% | +9.4% | +5.8% |
| 6M | +9.0% | +16.8% | -7.7% | +2.5% |
| YTD | +24.1% | +11.4% | +12.8% | +18.0% |
| 1Y | +20.9% | +26.2% | -5.2% | +9.9% |
| 3Y | +60.0% | +51.9% | +8.2% | +31.5% |
| All | +42.4% | +46.1% | -3.7% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling