+188.1%
DLR vs FDS
+127.5%
+60.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | +0.3% | -2.0% | +2.3% | +0.9% |
| 30D | +1.2% | +13.5% | -12.3% | -2.7% |
| 3M | -4.8% | +15.2% | -20.0% | -9.5% |
| 6M | -6.1% | +47.0% | -53.2% | -18.8% |
| YTD | +19.3% | +13.9% | +5.4% | +11.4% |
| 1Y | +10.0% | +25.2% | -15.2% | -1.5% |
| 3Y | +53.8% | -25.3% | +79.1% | +66.0% |
| 5Y | +39.1% | -23.3% | +62.4% | +46.8% |
| 10Y | +188.1% | +126.0% | +62.1% | +112.9% |
| All | +188.1% | +127.5% | +60.7% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling