+3,523.8%
DLR vs ROK
+1,426.6%
+2,097.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | +5.0% | +6.1% | -1.0% | +2.6% |
| 30D | +3.0% | -6.5% | +9.5% | +5.5% |
| 3M | -6.3% | -10.2% | +3.9% | -2.5% |
| 6M | -4.8% | -10.6% | +5.9% | -1.4% |
| YTD | +21.0% | +4.9% | +16.1% | +16.2% |
| 1Y | +15.1% | +3.8% | +11.3% | +11.0% |
| 3Y | +56.0% | +63.5% | -7.5% | +19.4% |
| 5Y | +39.1% | +30.9% | +8.2% | +14.4% |
| 10Y | +193.3% | +266.4% | -73.1% | +39.6% |
| All | +3,523.8% | +1,426.6% | +2,097.2% | +660.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling