+13.0%
DLR vs RSG
+19.5%
-6.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.5% | +2.8% |
| 7D | +2.8% | +5.1% | -2.3% | +3.8% |
| 30D | +2.8% | +15.3% | -12.5% | +5.3% |
| 3M | -4.0% | +18.6% | -22.6% | -1.5% |
| 6M | -5.6% | +19.5% | -25.2% | -3.4% |
| YTD | +21.9% | +17.2% | +4.8% | +23.7% |
| 1Y | +13.0% | +19.6% | -6.5% | +14.1% |
| All | +13.0% | +19.5% | -6.5% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling