+177.5%
DLR vs ROL
+222.1%
-44.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.1% | +1.3% | +2.7% |
| 7D | +2.4% | +7.5% | -5.2% | -0.1% |
| 30D | +0.7% | +21.1% | -20.4% | -5.7% |
| 3M | -6.4% | +3.1% | -9.6% | -7.9% |
| 6M | -6.5% | -27.4% | +20.9% | +3.7% |
| YTD | +18.8% | -34.7% | +53.5% | +36.0% |
| 1Y | +9.0% | -32.9% | +42.0% | +23.4% |
| 3Y | +54.5% | +6.1% | +48.4% | +43.0% |
| 5Y | +35.8% | +16.3% | +19.5% | +18.6% |
| 10Y | +177.5% | +214.9% | -37.4% | +50.8% |
| All | +177.5% | +222.1% | -44.6% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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