-83.9%
FIG vs DLR
+5.1%
-89.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.0% |
| 7D | -11.4% | +0.3% | -11.8% | -11.2% |
| 30D | -17.2% | +1.2% | -18.4% | -16.9% |
| 3M | -26.6% | -4.8% | -21.8% | -26.4% |
| 6M | -9.8% | -6.1% | -3.7% | -9.2% |
| YTD | -50.1% | +19.3% | -69.5% | -53.7% |
| 1Y | -58.1% | +10.0% | -68.0% | -60.1% |
| All | -83.9% | +5.1% | -89.0% | -85.6% |
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