+3,477.6%
DLR vs FDS
+1,185.0%
+2,292.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.9% |
| 7D | -2.0% | -2.1% | +0.1% | -1.2% |
| 30D | +0.5% | +16.0% | -15.5% | -5.7% |
| 3M | -4.4% | +18.8% | -23.2% | -12.3% |
| 6M | -6.4% | +54.1% | -60.6% | -24.9% |
| YTD | +19.5% | +17.0% | +2.5% | +5.6% |
| 1Y | +10.5% | +25.5% | -15.0% | -5.8% |
| 3Y | +54.0% | -23.3% | +77.3% | +60.1% |
| 5Y | +39.7% | -22.6% | +62.3% | +43.3% |
| 10Y | +189.5% | +130.2% | +59.3% | +66.4% |
| All | +3,477.6% | +1,185.0% | +2,292.6% | +786.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling