+54.4%
DLR vs FN
+96.4%
-42.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.3% | +5.4% | -0.8% |
| 7D | +3.3% | +0.3% | +3.1% | +3.1% |
| 30D | +4.6% | -16.5% | +21.1% | +6.6% |
| 3M | -8.3% | -42.1% | +33.8% | -2.3% |
| 6M | -5.6% | -52.9% | +47.3% | +2.4% |
| YTD | +18.7% | -28.0% | +46.7% | +18.5% |
| 1Y | +17.1% | -18.5% | +35.6% | +14.2% |
| 3Y | +54.4% | +93.9% | -39.5% | +24.6% |
| All | +54.4% | +96.4% | -42.0% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling