+42.1%
DLR vs ROST
+108.0%
-66.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.5% | +0.2% |
| 7D | +2.9% | -2.2% | +5.1% | +3.5% |
| 30D | -1.2% | -11.4% | +10.3% | +2.0% |
| 3M | +2.9% | -1.6% | +4.6% | +3.1% |
| 6M | +6.7% | +6.8% | -0.2% | +4.2% |
| YTD | +23.9% | +25.8% | -1.9% | +15.5% |
| 1Y | +18.6% | +52.4% | -33.8% | +4.5% |
| 3Y | +59.7% | +94.4% | -34.7% | +30.3% |
| 5Y | +42.1% | +108.2% | -66.2% | +8.6% |
| All | +42.1% | +108.0% | -66.0% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling