+547.9%
FAST vs DLR
+174.9%
+373.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.4% | -0.4% | +2.0% |
| 7D | +3.8% | +2.4% | +1.5% | +3.1% |
| 30D | +8.1% | +0.7% | +7.3% | +7.6% |
| 3M | +5.8% | -6.4% | +12.2% | +7.5% |
| 6M | +24.9% | -6.5% | +31.4% | +26.3% |
| YTD | +38.9% | +18.8% | +20.1% | +29.9% |
| 1Y | +36.5% | +9.0% | +27.4% | +31.0% |
| 3Y | +98.1% | +54.5% | +43.6% | +64.5% |
| 5Y | +109.3% | +35.8% | +73.5% | +77.7% |
| 10Y | +547.9% | +177.5% | +370.4% | +369.5% |
| All | +547.9% | +174.9% | +373.0% | +369.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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