-99.9%
DFNS vs FLR
+343.2%
-443.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.8% | -2.4% |
| 7D | -6.3% | -3.5% | -2.9% | -6.8% |
| 30D | -74.0% | +4.2% | -78.1% | -73.8% |
| 3M | -70.1% | +8.1% | -78.2% | -69.5% |
| 6M | -93.9% | +21.5% | -115.4% | -93.7% |
| YTD | -98.1% | +36.8% | -134.9% | -98.0% |
| 1Y | -98.3% | +31.2% | -129.5% | -98.2% |
| 3Y | -99.9% | +53.9% | -153.8% | -99.9% |
| 5Y | -99.9% | +243.0% | -342.9% | -99.9% |
| All | -99.9% | +343.2% | -443.0% | -99.9% |
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 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