+183.0%
DLR vs FN
+800.2%
-617.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.9% | -5.7% | -0.7% |
| 7D | -2.0% | +8.0% | -10.0% | -3.4% |
| 30D | +0.5% | -19.1% | +19.7% | +3.0% |
| 3M | -4.4% | -29.8% | +25.4% | -0.6% |
| 6M | -6.4% | -43.2% | +36.7% | -1.0% |
| YTD | +19.5% | -18.9% | +38.4% | +17.8% |
| 1Y | +10.5% | -17.9% | +28.4% | +8.4% |
| 3Y | +54.0% | +120.1% | -66.1% | +23.6% |
| 5Y | +39.7% | +206.7% | -167.0% | +4.1% |
| All | +183.0% | +800.2% | -617.3% | +88.5% |
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