-38.5%
DG vs FLR
+245.1%
-283.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.6% | -2.4% |
| 7D | -4.8% | -3.1% | -1.7% | -4.7% |
| 30D | +1.8% | +4.9% | -3.2% | +1.5% |
| 3M | +14.5% | +10.8% | +3.7% | +13.7% |
| 6M | -13.6% | +19.7% | -33.2% | -14.7% |
| YTD | -4.8% | +38.4% | -43.2% | -6.9% |
| 1Y | +21.6% | +34.7% | -13.1% | +19.2% |
| 3Y | +4.5% | +56.7% | -52.2% | -1.5% |
| 5Y | -38.5% | +241.6% | -280.1% | -44.4% |
| All | -38.5% | +245.1% | -283.5% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling