+1,062.3%
DGX vs FLR
+609.6%
+452.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -0.3% | +0.7% | -1.0% | -0.4% |
| 30D | -1.2% | -0.7% | -0.5% | -1.2% |
| 3M | +19.9% | +14.3% | +5.6% | +17.3% |
| 6M | +19.2% | +25.6% | -6.4% | +14.6% |
| YTD | +37.5% | +42.9% | -5.4% | +29.6% |
| 1Y | +31.3% | +38.7% | -7.5% | +23.8% |
| 3Y | +96.6% | +61.8% | +34.9% | +75.5% |
| 5Y | +64.3% | +254.1% | -189.8% | +27.4% |
| 10Y | +241.1% | +20.0% | +221.1% | +172.3% |
| All | +1,062.3% | +609.6% | +452.7% | +396.9% |
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