+3,617.4%
DLR vs RSG
+1,616.5%
+2,000.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | +3.4% | -0.7% | +4.1% | +3.8% |
| 30D | -2.2% | +3.3% | -5.5% | -4.1% |
| 3M | +4.7% | +8.5% | -3.7% | -0.7% |
| 6M | +9.0% | -3.5% | +12.5% | +9.9% |
| YTD | +24.1% | +5.5% | +18.7% | +18.6% |
| 1Y | +20.9% | -1.7% | +22.7% | +20.0% |
| 3Y | +60.0% | +56.9% | +3.1% | +18.6% |
| 5Y | +35.3% | +89.4% | -54.1% | -11.2% |
| 10Y | +165.8% | +412.5% | -246.8% | -5.5% |
| All | +3,617.4% | +1,616.5% | +2,000.9% | +620.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling