+162.4%
DLR vs FN
+753.0%
-590.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.7% | -11.9% | -2.0% |
| 7D | -3.6% | 0.0% | -3.5% | -3.9% |
| 30D | -3.5% | -34.3% | +30.8% | +2.1% |
| 3M | -8.9% | -39.9% | +30.9% | -3.0% |
| 6M | -11.6% | -51.8% | +40.3% | -4.0% |
| YTD | +14.9% | -28.1% | +43.1% | +15.5% |
| 1Y | +6.4% | -29.1% | +35.5% | +6.8% |
| 3Y | +47.3% | +102.4% | -55.2% | +19.6% |
| 5Y | +32.8% | +171.7% | -138.8% | +0.7% |
| All | +162.4% | +753.0% | -590.6% | +72.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling