+3,457.3%
DLR vs ROP
+1,666.0%
+1,791.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +3.9% |
| 7D | +2.4% | -1.6% | +4.0% | +3.2% |
| 30D | +0.7% | +29.5% | -28.8% | -12.6% |
| 3M | -6.4% | +17.5% | -24.0% | -15.1% |
| 6M | -6.5% | +38.1% | -44.6% | -23.3% |
| YTD | +18.8% | +7.0% | +11.8% | +10.4% |
| 1Y | +9.0% | +6.5% | +2.5% | +1.5% |
| 3Y | +54.5% | -5.5% | +60.0% | +50.9% |
| 5Y | +35.8% | -0.4% | +36.2% | +28.4% |
| 10Y | +177.5% | +183.6% | -6.1% | +35.7% |
| All | +3,457.3% | +1,666.0% | +1,791.3% | +577.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling