+119.3%
DLR vs FND
+57.9%
+61.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.5% |
| 7D | +3.3% | -6.8% | +10.2% | +4.6% |
| 30D | +4.6% | +8.0% | -3.4% | +2.9% |
| 3M | -8.3% | -18.9% | +10.7% | -5.3% |
| 6M | -5.6% | +4.7% | -10.3% | -7.6% |
| YTD | +18.7% | -21.6% | +40.3% | +21.6% |
| 1Y | +17.1% | -22.0% | +39.1% | +19.9% |
| 3Y | +54.4% | -40.4% | +94.8% | +60.8% |
| 5Y | +36.5% | -63.8% | +100.3% | +49.1% |
| All | +119.3% | +57.9% | +61.4% | +96.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling