+60.0%
DLR vs FND
-49.6%
+109.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +1.2% |
| 7D | +3.4% | +0.4% | +3.0% | +3.3% |
| 30D | -2.2% | -23.6% | +21.3% | +1.4% |
| 3M | +4.7% | +4.3% | +0.4% | +3.1% |
| 6M | +9.0% | -20.3% | +29.3% | +11.4% |
| YTD | +24.1% | -21.3% | +45.4% | +26.7% |
| 1Y | +20.9% | -45.4% | +66.3% | +30.4% |
| 3Y | +60.0% | -48.9% | +108.9% | +70.1% |
| All | +60.0% | -49.6% | +109.6% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling