+111.1%
FAST vs DLR
+39.4%
+71.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.0% | +1.1% |
| 7D | +4.3% | -2.0% | +6.3% | +4.8% |
| 30D | +8.3% | +0.5% | +7.8% | +8.0% |
| 3M | +6.5% | -4.4% | +10.9% | +7.4% |
| 6M | +29.5% | -6.4% | +36.0% | +30.9% |
| YTD | +41.3% | +19.5% | +21.8% | +32.8% |
| 1Y | +37.4% | +10.5% | +26.9% | +31.9% |
| 3Y | +98.5% | +54.0% | +44.5% | +66.0% |
| 5Y | +111.1% | +39.7% | +71.4% | +80.7% |
| All | +111.1% | +39.4% | +71.7% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling