-98.3%
DFNS vs FLR
+31.2%
-129.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.6% |
| 7D | -16.0% | +5.4% | -21.4% | -16.1% |
| 30D | -77.7% | +11.4% | -89.1% | -77.5% |
| 3M | -77.2% | +11.4% | -88.6% | -77.4% |
| 6M | -95.2% | +16.6% | -111.8% | -95.6% |
| YTD | -98.0% | +41.7% | -139.7% | -98.6% |
| 1Y | -98.3% | +35.4% | -133.7% | -98.7% |
| All | -98.3% | +31.2% | -129.5% | -98.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling