+177.2%
DLR vs FTI
+313.1%
-135.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | +2.9% | -2.3% | +5.2% | +3.1% |
| 30D | -1.2% | +5.0% | -6.2% | -1.5% |
| 3M | +2.9% | +13.8% | -10.9% | +1.9% |
| 6M | +6.7% | +22.9% | -16.2% | +5.0% |
| YTD | +23.9% | +75.0% | -51.1% | +19.0% |
| 1Y | +18.6% | +96.9% | -78.2% | +13.0% |
| 3Y | +59.7% | +276.7% | -217.1% | +45.6% |
| 5Y | +42.1% | +1,157.0% | -1,115.0% | +22.0% |
| All | +177.2% | +313.1% | -135.9% | +130.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling