+4,009.4%
DHR vs FLUT
+1,663.9%
+2,345.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -1.1% |
| 7D | +2.6% | -1.2% | +3.8% | +2.6% |
| 30D | +4.2% | +5.0% | -0.8% | +3.8% |
| 3M | +13.0% | -16.4% | +29.4% | +13.9% |
| 6M | +40.2% | -14.6% | +54.8% | +41.0% |
| YTD | +2.0% | -61.9% | +63.9% | +6.6% |
| 1Y | +6.6% | -65.0% | +71.6% | +11.8% |
| 3Y | +19.9% | -44.8% | +64.8% | +22.8% |
| 5Y | -11.7% | -49.9% | +38.2% | -10.2% |
| 10Y | +240.6% | -26.1% | +266.6% | +241.9% |
| All | +4,009.4% | +1,663.9% | +2,345.5% | +3,971.0% |
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