+394.8%
DD vs FLR
+603.8%
-209.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.1% |
| 7D | -3.5% | +5.4% | -8.9% | -5.1% |
| 30D | -10.3% | +11.4% | -21.7% | -14.0% |
| 3M | -7.5% | +11.4% | -18.9% | -11.9% |
| 6M | -8.0% | +16.6% | -24.6% | -14.4% |
| YTD | +10.5% | +41.7% | -31.2% | -3.6% |
| 1Y | +38.3% | +35.4% | +2.8% | +21.4% |
| 3Y | +42.5% | +57.3% | -14.8% | +12.6% |
| 5Y | +60.2% | +241.0% | -180.8% | -6.5% |
| 10Y | +68.9% | +16.6% | +52.2% | +12.6% |
| All | +394.8% | +603.8% | -209.1% | +40.9% |
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