+47.3%
DLR vs ROL
+3.8%
+43.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | 0.0% |
| 7D | -3.6% | +9.5% | -13.1% | -4.6% |
| 30D | -3.5% | +22.9% | -26.4% | -5.8% |
| 3M | -8.9% | +3.5% | -12.5% | -9.1% |
| 6M | -11.6% | -29.4% | +17.8% | -5.4% |
| YTD | +14.9% | -36.1% | +51.0% | +24.2% |
| 1Y | +6.4% | -34.4% | +40.8% | +14.1% |
| 3Y | +47.3% | +4.0% | +43.3% | +25.5% |
| All | +47.3% | +3.8% | +43.4% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling