+186.6%
DLR vs FDS
+127.0%
+59.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | +5.0% | -2.6% | +7.6% | +5.7% |
| 30D | +3.0% | +14.1% | -11.1% | -1.1% |
| 3M | -6.3% | +19.8% | -26.0% | -11.9% |
| 6M | -4.8% | +55.0% | -59.7% | -19.0% |
| YTD | +21.0% | +15.9% | +5.1% | +12.4% |
| 1Y | +15.1% | +24.2% | -9.0% | +3.7% |
| 3Y | +56.0% | -24.0% | +80.0% | +67.5% |
| 5Y | +39.1% | -23.3% | +62.5% | +47.1% |
| All | +186.6% | +127.0% | +59.6% | +111.0% |
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