+35.3%
DLR vs ROP
-14.2%
+49.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.4% | +1.7% |
| 7D | +3.4% | -5.4% | +8.8% | +5.6% |
| 30D | -2.2% | -1.6% | -0.6% | -1.8% |
| 3M | +4.7% | +18.8% | -14.1% | -3.7% |
| 6M | +9.0% | +8.2% | +0.8% | +4.2% |
| YTD | +24.1% | -10.5% | +34.6% | +30.8% |
| 1Y | +20.9% | -23.7% | +44.7% | +39.3% |
| 3Y | +60.0% | -17.9% | +77.9% | +69.7% |
| 5Y | +35.3% | -15.3% | +50.6% | +32.9% |
| All | +35.3% | -14.2% | +49.5% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling