-80.3%
FIG vs DLR
+9.4%
-89.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.6% | -6.3% | -5.7% |
| 7D | -16.4% | +3.4% | -19.8% | -16.4% |
| 30D | -2.3% | -2.2% | -0.1% | -2.3% |
| 3M | +7.8% | +4.7% | +3.1% | +7.6% |
| 6M | -21.8% | +9.0% | -30.9% | -24.3% |
| YTD | -39.1% | +24.1% | -63.3% | -43.6% |
| 1Y | -56.6% | +20.9% | -77.6% | -55.9% |
| All | -80.3% | +9.4% | -89.7% | -82.4% |
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