+171.8%
DLR vs FTI
+301.2%
-129.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.8% |
| 7D | -1.3% | -5.6% | +4.3% | -0.9% |
| 30D | -2.9% | +0.4% | -3.3% | -2.9% |
| 3M | +3.2% | +8.1% | -4.9% | +2.6% |
| 6M | +3.9% | +16.7% | -12.8% | +2.6% |
| YTD | +21.4% | +70.0% | -48.5% | +16.9% |
| 1Y | +9.7% | +85.4% | -75.8% | +4.9% |
| 3Y | +56.5% | +265.9% | -209.4% | +43.0% |
| 5Y | +41.5% | +1,072.7% | -1,031.2% | +22.0% |
| All | +171.8% | +301.2% | -129.5% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FTI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling