+60.0%
DLR vs RUN
-35.6%
+95.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | +0.4% |
| 7D | +3.4% | +10.2% | -6.8% | +2.8% |
| 30D | -2.2% | -9.6% | +7.4% | -1.7% |
| 3M | +4.7% | -31.5% | +36.2% | +6.8% |
| 6M | +9.0% | -18.7% | +27.7% | +9.7% |
| YTD | +24.1% | -49.9% | +74.0% | +27.4% |
| 1Y | +20.9% | -45.5% | +66.5% | +22.9% |
| 3Y | +60.0% | -34.1% | +94.1% | +44.8% |
| All | +60.0% | -35.6% | +95.6% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling