-80.9%
FIG vs DLR
+9.1%
-90.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.0% | -3.3% |
| 7D | -14.5% | +2.9% | -17.4% | -14.5% |
| 30D | -13.3% | -1.2% | -12.2% | -13.3% |
| 3M | +7.4% | +2.9% | +4.5% | +7.3% |
| 6M | -27.8% | +6.7% | -34.5% | -29.7% |
| YTD | -41.1% | +23.9% | -65.0% | -45.4% |
| 1Y | -58.7% | +18.6% | -77.4% | -58.9% |
| All | -80.9% | +9.1% | -90.1% | -83.0% |
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