+3,595.7%
DLR vs FE
+193.2%
+3,402.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.9% |
| 3M | +0.5% | +3.5% | -3.0% | -1.1% |
| 6M | +4.6% | -6.1% | +10.6% | +7.1% |
| YTD | +23.4% | +7.6% | +15.8% | +19.1% |
| 1Y | +19.0% | +11.9% | +7.1% | +12.8% |
| 3Y | +56.5% | +48.4% | +8.1% | +28.5% |
| 5Y | +33.3% | +44.8% | -11.5% | +10.5% |
| 10Y | +165.1% | +115.9% | +49.3% | +75.3% |
| All | +3,595.7% | +193.2% | +3,402.4% | +2,303.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling