+181.2%
DLR vs FTI
+189.4%
-8.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.0% |
| 7D | +3.3% | +4.3% | -1.0% | +3.0% |
| 30D | +4.6% | -4.7% | +9.3% | +4.9% |
| 3M | -8.3% | -13.5% | +5.2% | -7.4% |
| 6M | -5.6% | -8.7% | +3.1% | -5.2% |
| YTD | +18.7% | +49.0% | -30.3% | +15.2% |
| 1Y | +17.1% | +54.0% | -36.9% | +13.4% |
| 3Y | +54.4% | +211.6% | -157.3% | +42.4% |
| 5Y | +36.5% | +881.9% | -845.4% | +18.8% |
| All | +181.2% | +189.4% | -8.2% | +148.0% |
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