+318.8%
DLR vs RUN
-34.8%
+353.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.1% | +7.4% | +1.8% |
| 7D | +5.0% | -13.7% | +18.7% | +6.2% |
| 30D | +3.0% | +9.4% | -6.4% | +1.9% |
| 3M | -6.3% | -13.4% | +7.2% | -5.6% |
| 6M | -4.8% | -39.6% | +34.8% | -1.8% |
| YTD | +21.0% | -53.7% | +74.7% | +25.6% |
| 1Y | +15.1% | -56.2% | +71.3% | +19.9% |
| 3Y | +56.0% | -9.7% | +65.7% | +38.4% |
| 5Y | +39.1% | -85.5% | +124.6% | +36.7% |
| 10Y | +193.3% | +66.7% | +126.5% | +135.6% |
| All | +318.8% | -34.8% | +353.5% | +244.2% |
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 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