+114.1%
DT vs FND
+20.2%
+94.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.1% |
| 7D | -1.6% | -5.8% | +4.2% | +0.6% |
| 30D | +3.0% | -20.2% | +23.3% | +12.0% |
| 3M | +26.5% | -12.0% | +38.5% | +31.1% |
| 6M | +35.9% | -18.5% | +54.4% | +42.7% |
| YTD | +17.8% | -22.3% | +40.1% | +24.2% |
| 1Y | +4.1% | -47.6% | +51.7% | +28.3% |
| 3Y | +5.3% | -49.8% | +55.1% | +20.0% |
| 5Y | -27.2% | -63.0% | +35.8% | -8.8% |
| All | +114.1% | +20.2% | +94.0% | +30.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling