+3,569.2%
DHR vs FLUT
+2,054.3%
+1,515.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.5% |
| 7D | -3.9% | -1.6% | -2.3% | -3.8% |
| 30D | +4.0% | +7.7% | -3.7% | +3.6% |
| 3M | +11.5% | -0.7% | +12.2% | +11.4% |
| 6M | +1.9% | -11.2% | +13.0% | +2.3% |
| YTD | -8.9% | -53.4% | +44.5% | -5.7% |
| 1Y | +5.1% | -65.8% | +70.9% | +10.3% |
| 3Y | -10.3% | -44.9% | +34.6% | -8.3% |
| 5Y | -27.8% | -49.7% | +21.9% | -26.9% |
| 10Y | +203.6% | -9.7% | +213.3% | +202.0% |
| All | +3,569.2% | +2,054.3% | +1,515.0% | +3,501.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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