+39.1%
DLR vs FE
+46.0%
-6.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +5.0% | -0.3% | +5.3% | +5.2% |
| 30D | +3.0% | +3.9% | -0.9% | +1.2% |
| 3M | -6.3% | -0.1% | -6.2% | -6.3% |
| 6M | -4.8% | +6.1% | -10.8% | -7.4% |
| YTD | +21.0% | +8.1% | +13.0% | +16.3% |
| 1Y | +15.1% | +4.4% | +10.7% | +12.4% |
| 3Y | +56.0% | +49.0% | +7.0% | +22.5% |
| 5Y | +39.1% | +46.1% | -7.0% | +11.2% |
| All | +39.1% | +46.0% | -6.9% | +11.2% |
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