-100.0%
DFNS vs FLR
+39.7%
-139.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.2% | +12.6% | +12.9% |
| 7D | -37.0% | +5.1% | -42.1% | -36.0% |
| 30D | -63.4% | -0.5% | -62.9% | -63.4% |
| 3M | -94.1% | -3.5% | -90.6% | -94.2% |
| 6M | -96.3% | +16.5% | -112.8% | -96.0% |
| YTD | -99.6% | +27.3% | -126.8% | -99.5% |
| 1Y | -99.7% | +10.6% | -110.3% | -99.7% |
| All | -100.0% | +39.7% | -139.7% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling