+3,340.7%
DLR vs FE
+191.1%
+3,149.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | +0.4% |
| 7D | -3.6% | -1.0% | -2.6% | -3.2% |
| 30D | -3.5% | +4.1% | -7.6% | -5.3% |
| 3M | -8.9% | -1.0% | -7.9% | -8.6% |
| 6M | -11.6% | +4.0% | -15.6% | -13.3% |
| YTD | +14.9% | +6.8% | +8.1% | +11.1% |
| 1Y | +6.4% | +5.3% | +1.2% | +3.6% |
| 3Y | +47.3% | +44.6% | +2.7% | +22.4% |
| 5Y | +32.8% | +44.2% | -11.4% | +10.2% |
| 10Y | +169.6% | +107.3% | +62.3% | +81.2% |
| All | +3,340.7% | +191.1% | +3,149.6% | +2,143.0% |
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