+134.0%
DLR vs FTV
+127.3%
+6.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +5.0% | +3.7% | +1.3% | +3.6% |
| 30D | +3.0% | +16.8% | -13.8% | -2.8% |
| 3M | -6.3% | +10.4% | -16.6% | -9.8% |
| 6M | -4.8% | +12.8% | -17.6% | -9.3% |
| YTD | +21.0% | +23.3% | -2.3% | +10.3% |
| 1Y | +15.1% | +31.0% | -15.8% | +2.4% |
| 3Y | +56.0% | +38.6% | +17.4% | +33.8% |
| 5Y | +39.1% | +17.6% | +21.6% | +24.9% |
| 10Y | +193.3% | +110.0% | +83.2% | +111.6% |
| All | +134.0% | +127.3% | +6.6% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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