-80.8%
FIG vs DLR
+7.0%
-87.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.6% |
| 7D | -12.2% | -1.3% | -10.9% | -12.2% |
| 30D | -11.0% | -2.9% | -8.1% | -11.0% |
| 3M | +11.9% | +3.2% | +8.7% | +11.6% |
| 6M | -21.9% | +3.9% | -25.8% | -23.8% |
| YTD | -40.8% | +21.4% | -62.2% | -45.1% |
| 1Y | -56.6% | +9.7% | -66.3% | -58.7% |
| All | -80.8% | +7.0% | -87.8% | -82.9% |
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