+32.3%
DLR vs FFIV
+39.5%
-7.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -3.6% | -8.1% | +4.5% | -1.0% |
| 30D | -3.5% | -33.4% | +29.9% | +8.2% |
| 3M | -8.9% | -24.7% | +15.8% | -2.2% |
| 6M | -11.6% | -8.8% | -2.7% | -11.7% |
| YTD | +14.9% | +21.8% | -6.9% | +1.8% |
| 1Y | +6.4% | +25.3% | -18.9% | -6.9% |
| 3Y | +47.3% | +101.2% | -53.9% | +1.6% |
| All | +32.3% | +39.5% | -7.2% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling