+13.0%
DLR vs ROP
+10.4%
+2.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.9% | -1.4% | +3.0% |
| 7D | +2.8% | +11.7% | -8.9% | +4.0% |
| 30D | +2.8% | +35.5% | -32.7% | +5.9% |
| 3M | -4.0% | +25.6% | -29.6% | -1.7% |
| 6M | -5.6% | +39.3% | -44.9% | -2.5% |
| YTD | +21.9% | +11.6% | +10.3% | +26.3% |
| 1Y | +13.0% | +10.6% | +2.4% | +17.1% |
| All | +13.0% | +10.4% | +2.6% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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