+2,423.2%
FAST vs DLR
+3,340.7%
-917.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.3% |
| 7D | +2.1% | -3.6% | +5.7% | +3.3% |
| 30D | +6.9% | -3.5% | +10.4% | +8.0% |
| 3M | +4.8% | -8.9% | +13.8% | +7.9% |
| 6M | +19.8% | -11.6% | +31.4% | +23.8% |
| YTD | +34.9% | +14.9% | +20.0% | +26.2% |
| 1Y | +32.8% | +6.4% | +26.3% | +27.6% |
| 3Y | +93.7% | +47.3% | +46.5% | +60.1% |
| 5Y | +105.3% | +32.8% | +72.5% | +72.0% |
| 10Y | +595.4% | +169.6% | +425.8% | +321.1% |
| All | +2,423.2% | +3,340.7% | -917.5% | +516.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling