+25.3%
DG vs FLR
+31.2%
-5.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.6% |
| 7D | +8.4% | +5.4% | +3.0% | +8.1% |
| 30D | +4.9% | +11.4% | -6.4% | +4.6% |
| 3M | +29.3% | +11.4% | +17.9% | +28.5% |
| 6M | -11.3% | +16.6% | -27.9% | -12.4% |
| YTD | +1.8% | +41.7% | -40.0% | -4.1% |
| 1Y | +25.3% | +35.4% | -10.1% | +23.2% |
| All | +25.3% | +31.2% | -5.9% | +23.2% |
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