+34.3%
DLR vs FN
+289.0%
-254.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -0.2% |
| 7D | +1.6% | -1.7% | +3.3% | +1.8% |
| 30D | -3.4% | -22.0% | +18.6% | +0.1% |
| 3M | +0.5% | -43.0% | +43.5% | +8.6% |
| 6M | +4.6% | -27.7% | +32.3% | +6.8% |
| YTD | +23.4% | -10.5% | +33.9% | +20.1% |
| 1Y | +19.0% | +12.5% | +6.5% | +9.9% |
| 3Y | +56.5% | +153.8% | -97.3% | +14.9% |
| All | +34.3% | +289.0% | -254.8% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling