+39.7%
DLR vs FND
-60.6%
+100.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.3% |
| 7D | -2.0% | -4.4% | +2.4% | -1.1% |
| 30D | +0.5% | +14.5% | -14.0% | -2.5% |
| 3M | -4.4% | -15.6% | +11.2% | -1.4% |
| 6M | -6.4% | +4.7% | -11.2% | -8.9% |
| YTD | +19.5% | -16.1% | +35.6% | +21.2% |
| 1Y | +10.5% | -16.0% | +26.5% | +11.8% |
| 3Y | +54.0% | -35.5% | +89.5% | +56.4% |
| 5Y | +39.7% | -60.5% | +100.2% | +53.9% |
| All | +39.7% | -60.6% | +100.3% | +53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling