+19.0%
DLR vs FN
+17.1%
+2.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | 0.0% |
| 7D | +1.6% | -1.7% | +3.3% | +1.7% |
| 30D | -3.4% | -22.0% | +18.6% | -1.2% |
| 3M | +0.5% | -43.0% | +43.5% | +5.9% |
| 6M | +4.6% | -27.7% | +32.3% | +5.6% |
| YTD | +23.4% | -10.5% | +33.9% | +20.4% |
| 1Y | +19.0% | +12.5% | +6.5% | +11.0% |
| All | +19.0% | +17.1% | +2.0% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling