-99.6%
DFNS vs FLUT
-63.1%
-36.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -2.3% | -16.0% | -17.3% |
| 7D | -27.7% | +4.2% | -31.8% | -29.3% |
| 30D | -58.0% | +8.0% | -66.0% | -59.9% |
| 3M | -94.0% | -22.1% | -71.9% | -93.2% |
| 6M | -94.6% | -21.7% | -72.9% | -94.1% |
| YTD | -99.4% | -62.0% | -37.5% | -99.2% |
| 1Y | -99.6% | -63.2% | -36.5% | -99.5% |
| All | -99.6% | -63.1% | -36.5% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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