+99.8%
FAST vs DLR
+55.0%
+44.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.0% | +1.2% |
| 7D | +4.3% | -2.0% | +6.3% | +4.6% |
| 30D | +8.3% | +0.5% | +7.8% | +8.2% |
| 3M | +6.5% | -4.4% | +10.9% | +7.0% |
| 6M | +29.5% | -6.4% | +36.0% | +30.4% |
| YTD | +41.3% | +19.5% | +21.8% | +36.2% |
| 1Y | +37.4% | +10.5% | +26.9% | +34.2% |
| All | +99.8% | +55.0% | +44.7% | +81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling