+128.0%
DLR vs FND
+66.0%
+61.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | 0.0% |
| 7D | +1.6% | -5.2% | +6.8% | +2.5% |
| 30D | -3.4% | -19.9% | +16.5% | +0.3% |
| 3M | +0.5% | +2.7% | -2.2% | -0.8% |
| 6M | +4.6% | -21.7% | +26.2% | +7.9% |
| YTD | +23.4% | -17.5% | +40.9% | +25.7% |
| 1Y | +19.0% | -39.3% | +58.3% | +27.6% |
| 3Y | +56.5% | -49.8% | +106.3% | +68.8% |
| 5Y | +33.3% | -60.1% | +93.4% | +43.8% |
| All | +128.0% | +66.0% | +61.9% | +102.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling