+4.3%
DT vs FND
-50.0%
+54.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -0.5% | -0.8% | +0.2% | -0.4% |
| 30D | +0.1% | -19.6% | +19.6% | +3.0% |
| 3M | +24.1% | -4.3% | +28.5% | +24.5% |
| 6M | +30.1% | -20.4% | +50.6% | +33.6% |
| YTD | +16.8% | -21.9% | +38.6% | +19.5% |
| 1Y | -0.1% | -45.2% | +45.1% | +8.5% |
| All | +4.3% | -50.0% | +54.4% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling