+176.5%
DLR vs RSG
+428.9%
-252.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +1.0% | +1.3% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -4.3% | +4.0% | -8.3% | -6.3% |
| 3M | +3.8% | +7.4% | -3.5% | -0.6% |
| 6M | +5.8% | +0.1% | +5.7% | +4.8% |
| YTD | +23.5% | +6.0% | +17.5% | +18.1% |
| 1Y | +11.1% | -3.0% | +14.1% | +11.4% |
| 3Y | +57.9% | +56.5% | +1.4% | +16.9% |
| 5Y | +44.0% | +90.9% | -47.0% | -6.8% |
| All | +176.5% | +428.9% | -252.5% | -7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling