+478.2%
DD vs FLR
+513.8%
-35.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | +5.0% | +5.4% | -0.4% | +3.3% |
| 30D | +19.7% | +2.8% | +16.9% | +18.5% |
| 3M | +7.2% | -6.4% | +13.6% | +8.9% |
| 6M | +1.0% | +8.8% | -7.7% | -3.4% |
| YTD | +29.1% | +23.6% | +5.5% | +17.2% |
| 1Y | +28.5% | +13.8% | +14.7% | +19.4% |
| 3Y | +89.4% | +36.5% | +53.0% | +56.5% |
| 5Y | +67.1% | +119.3% | -52.2% | +13.1% |
| 10Y | +97.5% | +8.0% | +89.6% | +35.0% |
| All | +478.2% | +513.8% | -35.6% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 all: compounded portfolio wealth divided by compounded FLR 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…
all analysis · Full analysis span regression · 6 months rolling