+34.3%
DLR vs ROL
-3.8%
+38.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +1.6% | -1.4% | +3.0% | +2.0% |
| 30D | -3.4% | -4.1% | +0.7% | -2.3% |
| 3M | +0.5% | -22.5% | +23.0% | +7.4% |
| 6M | +4.6% | -37.7% | +42.2% | +19.2% |
| YTD | +23.4% | -39.6% | +63.0% | +41.0% |
| 1Y | +19.0% | -36.0% | +55.0% | +32.8% |
| 3Y | +56.5% | -5.1% | +61.7% | +48.8% |
| All | +34.3% | -3.8% | +38.1% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling