+42.1%
DLR vs RUN
-80.3%
+122.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.3% | +0.2% |
| 7D | +2.9% | -1.8% | +4.7% | +3.1% |
| 30D | -1.2% | -10.8% | +9.7% | -0.2% |
| 3M | +2.9% | -30.2% | +33.1% | +5.9% |
| 6M | +6.7% | -22.3% | +29.0% | +8.1% |
| YTD | +23.9% | -52.2% | +76.0% | +29.6% |
| 1Y | +18.6% | -45.1% | +63.7% | +21.5% |
| 3Y | +59.7% | -37.1% | +96.8% | +40.7% |
| 5Y | +42.1% | -80.3% | +122.3% | +35.9% |
| All | +42.1% | -80.3% | +122.3% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling