+19.0%
DLR vs ROP
-21.5%
+40.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +0.1% |
| 7D | +1.6% | -4.4% | +6.0% | +1.2% |
| 30D | -3.4% | +3.2% | -6.6% | -3.1% |
| 3M | +0.5% | +23.1% | -22.6% | +1.7% |
| 6M | +4.6% | +13.3% | -8.8% | +5.6% |
| YTD | +23.4% | -7.9% | +31.3% | +23.8% |
| 1Y | +19.0% | -22.1% | +41.1% | +14.5% |
| All | +19.0% | -21.5% | +40.5% | +14.5% |
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