-98.2%
DFNS vs FLR
+33.7%
-131.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.2% | -1.5% | -4.6% |
| 7D | +4.6% | -3.1% | +7.8% | +4.7% |
| 30D | -73.9% | +4.9% | -78.8% | -73.9% |
| 3M | -71.7% | +10.8% | -82.5% | -72.3% |
| 6M | -94.6% | +19.7% | -114.2% | -95.4% |
| YTD | -98.1% | +38.4% | -136.4% | -98.7% |
| All | -98.2% | +33.7% | -131.9% | -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