+183.0%
DLR vs FE
+123.9%
+59.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.0% | -0.4% | -1.6% | -1.9% |
| 30D | +0.5% | +3.6% | -3.1% | -1.0% |
| 3M | -4.4% | +0.3% | -4.8% | -4.6% |
| 6M | -6.4% | +6.4% | -12.9% | -9.1% |
| YTD | +19.5% | +8.1% | +11.3% | +15.0% |
| 1Y | +10.5% | +4.6% | +5.9% | +7.9% |
| 3Y | +54.0% | +49.1% | +4.9% | +26.4% |
| 5Y | +39.7% | +46.1% | -6.4% | +15.6% |
| All | +183.0% | +123.9% | +59.1% | +99.6% |
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