+56.9%
DLR vs FDS
-27.1%
+84.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +0.6% |
| 7D | +1.6% | -1.9% | +3.5% | +1.7% |
| 30D | -3.4% | +9.0% | -12.4% | -4.0% |
| 3M | +0.5% | +18.9% | -18.4% | -1.1% |
| 6M | +4.6% | +35.1% | -30.6% | +1.1% |
| YTD | +23.4% | +5.5% | +17.9% | +24.3% |
| 1Y | +19.0% | -16.8% | +35.8% | +26.6% |
| All | +56.9% | -27.1% | +84.0% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling