+7.2%
DG vs FLR
+60.4%
-53.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.0% |
| 7D | -2.5% | +0.7% | -3.1% | -2.5% |
| 30D | +1.0% | -0.7% | +1.7% | +1.0% |
| 3M | +20.3% | +14.3% | +6.0% | +20.0% |
| 6M | -11.7% | +25.6% | -37.3% | -12.2% |
| YTD | -2.3% | +42.9% | -45.2% | -3.2% |
| 1Y | +20.0% | +38.7% | -18.7% | +19.3% |
| 3Y | +7.2% | +61.8% | -54.5% | +1.3% |
| All | +7.2% | +60.4% | -53.2% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling