+177.5%
DLR vs FFIV
+132.4%
+45.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.2% | +1.2% | +2.8% |
| 7D | +2.4% | -2.1% | +4.5% | +3.0% |
| 30D | +0.7% | -33.8% | +34.5% | +11.2% |
| 3M | -6.4% | -20.6% | +14.2% | -1.8% |
| 6M | -6.5% | -10.2% | +3.7% | -5.6% |
| YTD | +18.8% | +24.5% | -5.7% | +8.4% |
| 1Y | +9.0% | +29.3% | -20.3% | -1.7% |
| 3Y | +54.5% | +103.8% | -49.3% | +20.5% |
| 5Y | +35.8% | +40.9% | -5.0% | +13.7% |
| 10Y | +177.5% | +126.6% | +50.9% | +94.7% |
| All | +177.5% | +132.4% | +45.1% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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