+188.1%
DLR vs ROP
+185.1%
+3.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | +0.3% | +0.2% | +0.2% | +0.2% |
| 30D | +1.2% | +30.3% | -29.1% | -9.5% |
| 3M | -4.8% | +17.8% | -22.6% | -11.6% |
| 6M | -6.1% | +38.9% | -45.0% | -19.7% |
| YTD | +19.3% | +7.6% | +11.7% | +13.9% |
| 1Y | +10.0% | +6.5% | +3.5% | +5.4% |
| 3Y | +53.8% | -6.3% | +60.1% | +54.4% |
| 5Y | +39.1% | +0.9% | +38.2% | +33.3% |
| 10Y | +188.1% | +180.7% | +7.4% | +109.1% |
| All | +188.1% | +185.1% | +3.1% | +109.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling