+120.7%
DLR vs FND
+68.8%
+51.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.3% |
| 7D | -2.0% | -4.4% | +2.4% | -1.2% |
| 30D | +0.5% | +14.5% | -14.0% | -2.0% |
| 3M | -4.4% | -15.6% | +11.2% | -2.0% |
| 6M | -6.4% | +4.7% | -11.2% | -8.4% |
| YTD | +19.5% | -16.1% | +35.6% | +21.0% |
| 1Y | +10.5% | -16.0% | +26.5% | +11.7% |
| 3Y | +54.0% | -35.5% | +89.5% | +58.2% |
| 5Y | +39.7% | -60.5% | +100.2% | +50.5% |
| All | +120.7% | +68.8% | +51.9% | +95.2% |
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 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