-99.9%
DFNS vs FLR
+248.0%
-347.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.6% |
| 7D | +0.8% | +0.7% | +0.1% | +0.9% |
| 30D | -73.2% | -0.7% | -72.6% | -73.3% |
| 3M | -72.4% | +14.3% | -86.8% | -71.2% |
| 6M | -95.2% | +25.6% | -120.8% | -94.9% |
| YTD | -98.0% | +42.9% | -140.9% | -97.8% |
| 1Y | -98.3% | +38.7% | -137.0% | -98.1% |
| 3Y | -99.9% | +61.8% | -161.6% | -99.9% |
| 5Y | -99.9% | +254.1% | -354.0% | -99.9% |
| All | -99.9% | +248.0% | -347.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling