+162.4%
DLR vs FE
+107.4%
+55.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.1% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | -3.5% | +5.2% | -8.7% | -5.6% |
| 3M | -8.9% | 0.0% | -8.9% | -9.0% |
| 6M | -11.6% | +5.0% | -16.6% | -13.6% |
| YTD | +14.9% | +7.9% | +7.0% | +10.7% |
| 1Y | +6.4% | +6.3% | +0.1% | +3.2% |
| 3Y | +47.3% | +46.0% | +1.2% | +21.8% |
| 5Y | +32.8% | +45.6% | -12.8% | +9.9% |
| All | +162.4% | +107.4% | +55.0% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling