+181.2%
DLR vs ROST
+300.7%
-119.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.4% |
| 7D | +3.3% | +0.3% | +3.1% | +3.3% |
| 30D | +4.6% | +0.5% | +4.1% | +4.5% |
| 3M | -8.3% | -5.2% | -3.0% | -7.4% |
| 6M | -5.6% | +9.8% | -15.5% | -7.9% |
| YTD | +18.7% | +29.4% | -10.7% | +11.6% |
| 1Y | +17.1% | +44.4% | -27.3% | +7.4% |
| 3Y | +54.4% | +95.0% | -40.6% | +31.9% |
| 5Y | +36.5% | +111.9% | -75.4% | +12.4% |
| All | +181.2% | +300.7% | -119.5% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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