-5.7%
DT vs FND
-10.3%
+4.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.9% | -11.5% | -1.3% |
| 7D | -25.5% | +12.3% | -37.8% | -26.1% |
| 30D | -22.3% | +14.7% | -37.0% | -23.0% |
| 3M | +2.3% | -12.0% | +14.4% | +3.2% |
| 6M | +20.7% | +10.8% | +10.0% | +20.7% |
| YTD | +7.9% | -12.3% | +20.2% | +8.0% |
| 1Y | -5.7% | -13.4% | +7.7% | -6.0% |
| All | -5.7% | -10.3% | +4.5% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling