+3,595.7%
DLR vs FTI
+1,527.5%
+2,068.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +1.6% | +5.3% | -3.7% | +0.6% |
| 30D | -3.4% | +15.3% | -18.7% | -5.9% |
| 3M | +0.5% | +15.8% | -15.3% | -2.5% |
| 6M | +4.6% | +22.6% | -18.0% | +0.1% |
| YTD | +23.4% | +79.5% | -56.1% | +9.8% |
| 1Y | +19.0% | +102.0% | -83.0% | +3.4% |
| 3Y | +56.5% | +315.8% | -259.3% | +16.5% |
| 5Y | +33.3% | +1,129.5% | -1,096.2% | -23.1% |
| 10Y | +165.1% | +320.9% | -155.8% | +66.6% |
| All | +3,595.7% | +1,527.5% | +2,068.1% | +1,258.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling