+54.4%
DLR vs RUN
-7.3%
+61.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.0% |
| 7D | +3.3% | -13.5% | +16.9% | +4.0% |
| 30D | +4.6% | +18.3% | -13.7% | +3.4% |
| 3M | -8.3% | -12.5% | +4.2% | -7.9% |
| 6M | -5.6% | -40.3% | +34.7% | -3.6% |
| YTD | +18.7% | -53.1% | +71.8% | +21.5% |
| 1Y | +17.1% | -54.3% | +71.4% | +19.9% |
| 3Y | +54.4% | -6.5% | +60.9% | +37.9% |
| All | +54.4% | -7.3% | +61.7% | +37.9% |
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