+18.6%
DLR vs ROP
-24.5%
+43.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.3% |
| 7D | +2.9% | -6.1% | +9.0% | +2.4% |
| 30D | -1.2% | -3.4% | +2.2% | -1.4% |
| 3M | +2.9% | +16.7% | -13.8% | +3.7% |
| 6M | +6.7% | +8.1% | -1.4% | +7.4% |
| YTD | +23.9% | -11.7% | +35.6% | +24.2% |
| 1Y | +18.6% | -24.2% | +42.9% | +15.9% |
| All | +18.6% | -24.5% | +43.2% | +15.9% |
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