+327.1%
DLR vs RUN
-31.9%
+359.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.4% |
| 7D | +1.6% | +1.3% | +0.3% | +1.5% |
| 30D | -3.4% | -15.3% | +11.9% | -2.2% |
| 3M | +0.5% | -40.0% | +40.5% | +4.2% |
| 6M | +4.6% | -27.0% | +31.5% | +6.3% |
| YTD | +23.4% | -51.7% | +75.1% | +28.2% |
| 1Y | +19.0% | -45.9% | +64.9% | +21.7% |
| 3Y | +56.5% | -43.8% | +100.3% | +45.2% |
| 5Y | +33.3% | -80.5% | +113.8% | +29.0% |
| 10Y | +165.1% | +45.3% | +119.9% | +114.0% |
| All | +327.1% | -31.9% | +359.0% | +251.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling