+591.6%
DG vs FLR
+31.9%
+559.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | -0.3% |
| 7D | +0.3% | +5.4% | -5.1% | 0.0% |
| 30D | +3.2% | +2.8% | +0.4% | +3.0% |
| 3M | +10.4% | -6.4% | +16.8% | +10.7% |
| 6M | +33.2% | +8.8% | +24.4% | +31.9% |
| YTD | +3.0% | +23.6% | -20.6% | +0.8% |
| 1Y | +31.2% | +13.8% | +17.4% | +29.2% |
| 3Y | +21.8% | +36.5% | -14.6% | +16.5% |
| 5Y | -35.0% | +119.3% | -154.3% | -40.4% |
| 10Y | +106.0% | +8.0% | +98.1% | +111.6% |
| All | +591.6% | +31.9% | +559.6% | +549.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling