+3,457.3%
DLR vs RRC
+428.2%
+3,029.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.3% |
| 7D | +2.4% | -10.3% | +12.7% | +3.9% |
| 30D | +0.7% | +19.5% | -18.7% | -2.0% |
| 3M | -6.4% | +27.9% | -34.3% | -10.0% |
| 6M | -6.5% | +21.2% | -27.7% | -9.6% |
| YTD | +18.8% | +39.6% | -20.8% | +12.2% |
| 1Y | +9.0% | +31.3% | -22.2% | +3.9% |
| 3Y | +54.5% | +51.9% | +2.6% | +42.7% |
| 5Y | +35.8% | +110.2% | -74.3% | +15.6% |
| 10Y | +177.5% | +56.7% | +120.8% | +121.3% |
| All | +3,457.3% | +428.2% | +3,029.0% | +2,053.7% |
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