+14.5%
DT vs FND
-0.3%
+14.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.4% | +5.9% | +2.1% |
| 7D | +2.7% | -5.1% | +7.9% | +3.4% |
| 30D | -30.4% | +9.2% | -39.5% | -31.0% |
| 3M | -9.4% | -17.7% | +8.3% | -6.7% |
| 6M | +14.5% | +2.5% | +12.0% | +15.2% |
| All | +14.5% | -0.3% | +14.8% | +15.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling