+18.6%
DLR vs ROL
-38.8%
+57.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.3% |
| 7D | +2.9% | -3.3% | +6.2% | +2.7% |
| 30D | -1.2% | -7.2% | +6.1% | -1.5% |
| 3M | +2.9% | -27.0% | +29.9% | +2.6% |
| 6M | +6.7% | -39.5% | +46.2% | +5.9% |
| YTD | +23.9% | -41.8% | +65.7% | +21.2% |
| 1Y | +18.6% | -38.9% | +57.5% | +14.1% |
| All | +18.6% | -38.8% | +57.4% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling