+3,595.6%
DLR vs ROP
+1,421.2%
+2,174.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +2.2% |
| 7D | +1.6% | -4.4% | +6.0% | +4.0% |
| 30D | -3.4% | +3.2% | -6.6% | -5.2% |
| 3M | +0.5% | +23.1% | -22.6% | -11.1% |
| 6M | +4.6% | +13.3% | -8.8% | -4.1% |
| YTD | +23.4% | -7.9% | +31.3% | +25.4% |
| 1Y | +19.0% | -22.1% | +41.1% | +31.9% |
| 3Y | +56.5% | -16.8% | +73.3% | +65.0% |
| 5Y | +33.3% | -13.5% | +46.9% | +37.0% |
| 10Y | +165.1% | +137.7% | +27.5% | +43.8% |
| All | +3,595.6% | +1,421.2% | +2,174.5% | +669.1% |
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 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