+3,340.7%
DLR vs FDS
+1,158.1%
+2,182.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +1.2% |
| 7D | -3.6% | -0.5% | -3.1% | -3.6% |
| 30D | -3.5% | +20.2% | -23.7% | -10.9% |
| 3M | -8.9% | +19.9% | -28.8% | -16.7% |
| 6M | -11.6% | +56.2% | -67.7% | -29.6% |
| YTD | +14.9% | +14.6% | +0.3% | +2.4% |
| 1Y | +6.4% | +31.6% | -25.2% | -11.4% |
| 3Y | +47.3% | -23.8% | +71.1% | +53.3% |
| 5Y | +32.8% | -22.6% | +55.4% | +36.0% |
| 10Y | +169.6% | +139.3% | +30.2% | +51.6% |
| All | +3,340.7% | +1,158.1% | +2,182.6% | +760.1% |
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