+124.3%
DLR vs FND
+54.9%
+69.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.7% |
| 7D | -1.3% | -5.1% | +3.8% | -0.4% |
| 30D | -2.9% | -22.5% | +19.7% | +1.5% |
| 3M | +3.2% | -5.0% | +8.2% | +3.3% |
| 6M | +3.9% | -21.5% | +25.4% | +7.1% |
| YTD | +21.4% | -23.0% | +44.5% | +25.2% |
| 1Y | +9.7% | -44.9% | +54.6% | +19.7% |
| 3Y | +56.5% | -50.0% | +106.5% | +68.8% |
| 5Y | +41.5% | -63.3% | +104.9% | +54.8% |
| All | +124.3% | +54.9% | +69.4% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FND 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling