+3,595.6%
DLR vs RRC
+353.1%
+3,242.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | +1.6% | +1.3% | +0.3% | +1.4% |
| 30D | -3.4% | +10.1% | -13.5% | -4.7% |
| 3M | +0.5% | +4.0% | -3.5% | -0.3% |
| 6M | +4.6% | +1.6% | +3.0% | +3.8% |
| YTD | +23.4% | +19.7% | +3.7% | +19.6% |
| 1Y | +19.0% | +21.4% | -2.4% | +14.9% |
| 3Y | +56.5% | +29.7% | +26.9% | +48.1% |
| 5Y | +33.3% | +153.9% | -120.5% | +10.1% |
| 10Y | +165.1% | +10.8% | +154.3% | +125.9% |
| All | +3,595.6% | +353.1% | +3,242.6% | +2,194.2% |
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