+32.3%
DLR vs FDS
-22.8%
+55.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +0.4% |
| 7D | -3.6% | -0.5% | -3.1% | -3.6% |
| 30D | -3.5% | +20.2% | -23.7% | -7.2% |
| 3M | -8.9% | +19.9% | -28.8% | -12.9% |
| 6M | -11.6% | +56.2% | -67.7% | -22.2% |
| YTD | +14.9% | +14.6% | +0.3% | +11.1% |
| 1Y | +6.4% | +31.6% | -25.2% | -3.2% |
| 3Y | +47.3% | -23.8% | +71.1% | +65.6% |
| All | +32.3% | -22.8% | +55.1% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling