+3,340.7%
DLR vs RRC
+426.8%
+2,913.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.7% | +0.1% |
| 7D | -3.6% | -10.8% | +7.2% | -2.1% |
| 30D | -3.5% | +22.3% | -25.8% | -6.4% |
| 3M | -8.9% | +26.6% | -35.5% | -12.2% |
| 6M | -11.6% | +18.9% | -30.5% | -14.3% |
| YTD | +14.9% | +39.2% | -24.3% | +8.6% |
| 1Y | +6.4% | +34.0% | -27.5% | +1.1% |
| 3Y | +47.3% | +42.0% | +5.2% | +37.3% |
| 5Y | +32.8% | +111.9% | -79.1% | +12.8% |
| 10Y | +169.6% | +62.8% | +106.8% | +112.7% |
| All | +3,340.7% | +426.8% | +2,913.9% | +1,983.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling