+9.7%
DLR vs FLR
+30.6%
-20.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -1.7% |
| 7D | -1.3% | -6.9% | +5.6% | -0.4% |
| 30D | -2.9% | +1.1% | -4.0% | -3.1% |
| 3M | +3.2% | +14.3% | -11.1% | +0.9% |
| 6M | +3.9% | +19.1% | -15.2% | +0.3% |
| YTD | +21.4% | +35.1% | -13.7% | +14.3% |
| 1Y | +9.7% | +29.5% | -19.8% | +4.2% |
| All | +9.7% | +30.6% | -20.9% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling