+3,595.7%
DLR vs FDS
+1,058.7%
+2,537.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +1.7% |
| 7D | +1.6% | -1.9% | +3.5% | +2.3% |
| 30D | -3.4% | +9.0% | -12.4% | -7.1% |
| 3M | +0.5% | +18.9% | -18.4% | -8.1% |
| 6M | +4.6% | +35.1% | -30.6% | -11.3% |
| YTD | +23.4% | +5.5% | +17.9% | +15.1% |
| 1Y | +19.0% | -16.8% | +35.8% | +22.0% |
| 3Y | +56.5% | -28.1% | +84.6% | +68.5% |
| 5Y | +33.3% | -17.4% | +50.7% | +33.3% |
| 10Y | +165.1% | +85.4% | +79.7% | +69.7% |
| All | +3,595.7% | +1,058.7% | +2,537.0% | +866.8% |
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 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