-4.2%
DT vs FND
-24.7%
+20.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.1% |
| 7D | +3.1% | -6.8% | +10.0% | +3.7% |
| 30D | -29.5% | +8.0% | -37.5% | -29.8% |
| 3M | -11.7% | -18.9% | +7.2% | -10.5% |
| 6M | +29.0% | +4.7% | +24.3% | +29.9% |
| YTD | +3.4% | -21.6% | +24.9% | +4.6% |
| 1Y | -4.2% | -22.0% | +17.8% | -3.1% |
| All | -4.2% | -24.7% | +20.5% | -3.1% |
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