+128.8%
DLR vs FND
+57.3%
+71.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | +2.9% | -0.8% | +3.7% | +3.0% |
| 30D | -1.2% | -19.6% | +18.4% | +2.5% |
| 3M | +2.9% | -4.3% | +7.3% | +2.9% |
| 6M | +6.7% | -20.4% | +27.1% | +9.7% |
| YTD | +23.9% | -21.9% | +45.7% | +27.3% |
| 1Y | +18.6% | -45.2% | +63.8% | +29.5% |
| 3Y | +59.7% | -49.2% | +108.9% | +71.7% |
| 5Y | +42.1% | -61.8% | +103.9% | +54.4% |
| All | +128.8% | +57.3% | +71.5% | +105.5% |
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