+58.3%
DLR vs FLR
+56.0%
+2.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +2.9% | +0.3% |
| 7D | +2.9% | -3.1% | +6.0% | +3.5% |
| 30D | -1.2% | +4.9% | -6.1% | -2.1% |
| 3M | +2.9% | +10.8% | -7.9% | +0.4% |
| 6M | +6.7% | +19.7% | -13.0% | +1.8% |
| YTD | +23.9% | +38.4% | -14.5% | +14.5% |
| 1Y | +18.6% | +34.7% | -16.0% | +9.7% |
| All | +58.3% | +56.0% | +2.3% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling