+13.7%
DLR vs FFIV
+33.1%
-19.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | 0.0% |
| 7D | -2.0% | -2.9% | +0.9% | -1.7% |
| 30D | +0.5% | -32.4% | +33.0% | +3.7% |
| 3M | -4.4% | -22.7% | +18.3% | -2.7% |
| 6M | -6.4% | -10.7% | +4.2% | -5.3% |
| YTD | +19.5% | +25.4% | -5.9% | +16.4% |
| All | +13.7% | +33.1% | -19.4% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling