+39.7%
DLR vs RUN
-83.2%
+122.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -0.2% |
| 7D | -2.0% | +3.2% | -5.2% | -2.5% |
| 30D | +0.5% | +19.5% | -19.0% | -1.6% |
| 3M | -4.4% | -9.6% | +5.1% | -4.0% |
| 6M | -6.4% | -37.3% | +30.9% | -3.3% |
| YTD | +19.5% | -50.7% | +70.2% | +24.2% |
| 1Y | +10.5% | -54.1% | +64.6% | +15.5% |
| 3Y | +54.0% | -3.9% | +57.9% | +26.6% |
| 5Y | +39.7% | -84.4% | +124.1% | +45.2% |
| All | +39.7% | -83.2% | +122.9% | +45.2% |
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