+499.9%
FAST vs DLR
+164.2%
+335.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.7% |
| 7D | -0.4% | +1.6% | -1.9% | -0.8% |
| 30D | -0.8% | -3.4% | +2.6% | +0.2% |
| 3M | +5.8% | +0.5% | +5.2% | +5.0% |
| 6M | +8.0% | +4.6% | +3.4% | +5.7% |
| YTD | +25.6% | +23.4% | +2.2% | +16.6% |
| 1Y | +0.8% | +19.0% | -18.2% | -5.8% |
| 3Y | +86.1% | +56.5% | +29.6% | +54.6% |
| 5Y | +100.2% | +33.3% | +66.9% | +71.8% |
| All | +499.9% | +164.2% | +335.6% | +338.7% |
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