-99.9%
DFNS vs FLR
+359.2%
-459.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.2% |
| 7D | -16.0% | +5.4% | -21.4% | -15.2% |
| 30D | -77.7% | +11.4% | -89.1% | -77.2% |
| 3M | -77.2% | +11.4% | -88.6% | -76.6% |
| 6M | -95.2% | +16.6% | -111.8% | -95.0% |
| YTD | -98.0% | +41.7% | -139.7% | -97.8% |
| 1Y | -98.3% | +35.4% | -133.7% | -98.2% |
| 3Y | -99.9% | +57.3% | -157.2% | -99.9% |
| 5Y | -99.9% | +241.0% | -340.8% | -99.9% |
| All | -99.9% | +359.2% | -459.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling