+594.0%
DG vs FLR
+33.4%
+560.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.9% |
| 7D | -2.5% | +10.1% | -12.5% | -3.0% |
| 30D | +7.7% | -0.5% | +8.2% | +7.6% |
| 3M | +13.1% | -4.8% | +17.9% | +13.3% |
| 6M | +32.0% | +10.7% | +21.3% | +30.6% |
| YTD | +3.3% | +25.0% | -21.6% | +1.1% |
| 1Y | +31.7% | +8.3% | +23.4% | +30.0% |
| 3Y | +21.7% | +36.8% | -15.2% | +16.4% |
| 5Y | -34.7% | +121.8% | -156.5% | -40.2% |
| 10Y | +106.7% | +9.2% | +97.6% | +112.2% |
| All | +594.0% | +33.4% | +560.6% | +550.9% |
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