-100.0%
DFNS vs FLR
+313.9%
-413.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.4% | +12.4% | +12.8% |
| 7D | -13.0% | +6.3% | -19.3% | -12.2% |
| 30D | -56.9% | +1.8% | -58.7% | -56.7% |
| 3M | -93.2% | -4.4% | -88.8% | -93.3% |
| 6M | -95.4% | +15.9% | -111.3% | -95.3% |
| YTD | -99.5% | +27.7% | -127.2% | -99.5% |
| 1Y | -99.6% | +11.6% | -111.3% | -99.6% |
| 3Y | -100.0% | +39.9% | -139.8% | -100.0% |
| 5Y | -100.0% | +127.5% | -227.5% | -100.0% |
| All | -100.0% | +313.9% | -413.9% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling