+176.7%
DLR vs FDS
+72.8%
+103.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +0.8% |
| 7D | +2.9% | -8.8% | +11.7% | +5.6% |
| 30D | -1.2% | -1.4% | +0.2% | -1.1% |
| 3M | +2.9% | +13.9% | -11.0% | -2.4% |
| 6M | +6.7% | +27.4% | -20.7% | -4.0% |
| YTD | +23.9% | -2.5% | +26.3% | +21.7% |
| 1Y | +18.6% | -23.8% | +42.4% | +27.2% |
| 3Y | +59.7% | -32.5% | +92.2% | +76.9% |
| 5Y | +42.1% | -23.2% | +65.2% | +48.5% |
| 10Y | +176.7% | +76.4% | +100.3% | +119.5% |
| All | +176.7% | +72.8% | +103.9% | +119.5% |
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