+11.9%
DLR vs ROST
+53.3%
-41.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.5% | 0.0% |
| 7D | +2.9% | -2.2% | +5.1% | +3.2% |
| 30D | -1.2% | -11.4% | +10.3% | +0.7% |
| 3M | +2.9% | -1.6% | +4.6% | +3.0% |
| 6M | +6.7% | +6.8% | -0.2% | +5.2% |
| YTD | +23.9% | +25.8% | -1.9% | +19.8% |
| All | +11.9% | +53.3% | -41.4% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling