+310.8%
DLR vs RUN
-33.9%
+344.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.0% |
| 7D | +3.3% | -13.5% | +16.9% | +4.4% |
| 30D | +4.6% | +18.3% | -13.7% | +2.8% |
| 3M | -8.3% | -12.5% | +4.2% | -7.7% |
| 6M | -5.6% | -40.3% | +34.7% | -2.6% |
| YTD | +18.7% | -53.1% | +71.8% | +23.1% |
| 1Y | +17.1% | -54.3% | +71.4% | +21.5% |
| 3Y | +54.4% | -6.5% | +60.9% | +36.5% |
| 5Y | +36.5% | -85.3% | +121.8% | +34.0% |
| 10Y | +187.7% | +68.9% | +118.8% | +130.9% |
| All | +310.8% | -33.9% | +344.7% | +237.3% |
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