+10.0%
DLR vs FDS
+26.7%
-16.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.4% |
| 7D | +0.3% | -2.0% | +2.3% | +0.2% |
| 30D | +1.2% | +13.5% | -12.3% | +1.8% |
| 3M | -4.8% | +15.2% | -20.0% | -3.9% |
| 6M | -6.1% | +47.0% | -53.2% | -4.7% |
| YTD | +19.3% | +13.9% | +5.4% | +19.4% |
| 1Y | +10.0% | +25.2% | -15.2% | +10.6% |
| All | +10.0% | +26.7% | -16.7% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling