+98.2%
DG vs FLR
+19.7%
+78.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.2% |
| 7D | -6.5% | -3.5% | -3.0% | -6.4% |
| 30D | +4.2% | +4.2% | 0.0% | +4.0% |
| 3M | +9.5% | +8.1% | +1.4% | +9.1% |
| 6M | -13.1% | +21.5% | -34.7% | -14.0% |
| YTD | -4.8% | +36.8% | -41.6% | -6.3% |
| 1Y | +20.6% | +31.2% | -10.6% | +19.0% |
| 3Y | +4.9% | +53.9% | -48.9% | +1.9% |
| 5Y | -37.9% | +243.0% | -280.9% | -41.6% |
| All | +98.2% | +19.7% | +78.4% | +114.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling