-11.6%
DLR vs RRC
+17.8%
-29.4%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.7% | -0.3% |
| 7D | -3.6% | -10.8% | +7.2% | -4.0% |
| 30D | -3.5% | +22.3% | -25.8% | -1.0% |
| 3M | -8.9% | +26.6% | -35.5% | -5.7% |
| 6M | -11.6% | +18.9% | -30.5% | -10.4% |
| All | -11.6% | +17.8% | -29.4% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 6mo: compounded portfolio wealth divided by compounded RRC 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…
6mo analysis · Full analysis span regression · 6 months rolling