+34.3%
DLR vs FE
+45.0%
-10.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | +1.6% | +1.9% | -0.4% | +0.7% |
| 30D | -3.4% | -1.2% | -2.2% | -2.8% |
| 3M | +0.5% | +3.5% | -3.0% | -1.1% |
| 6M | +4.6% | -6.1% | +10.6% | +7.3% |
| YTD | +23.4% | +7.6% | +15.8% | +18.9% |
| 1Y | +19.0% | +11.9% | +7.1% | +12.4% |
| 3Y | +56.5% | +48.4% | +8.1% | +23.1% |
| All | +34.3% | +45.0% | -10.7% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling