+3,477.6%
DLR vs FTI
+1,233.0%
+2,244.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | -2.0% | +1.4% | -3.4% | -2.3% |
| 30D | +0.5% | -6.3% | +6.8% | +1.6% |
| 3M | -4.4% | -13.1% | +8.7% | -2.1% |
| 6M | -6.4% | -8.0% | +1.5% | -5.5% |
| YTD | +19.5% | +47.1% | -27.6% | +10.2% |
| 1Y | +10.5% | +50.7% | -40.1% | +1.4% |
| 3Y | +54.0% | +209.0% | -155.0% | +21.1% |
| 5Y | +39.7% | +847.0% | -807.3% | -15.0% |
| 10Y | +189.5% | +184.3% | +5.2% | +100.9% |
| All | +3,477.6% | +1,233.0% | +2,244.6% | +1,262.7% |
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