+42.4%
DLR vs FLR
+256.3%
-214.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | +3.4% | +0.7% | +2.7% | +3.3% |
| 30D | -2.2% | -0.7% | -1.6% | -2.2% |
| 3M | +4.7% | +14.3% | -9.6% | +1.7% |
| 6M | +9.0% | +25.6% | -16.6% | +3.4% |
| YTD | +24.1% | +42.9% | -18.7% | +14.7% |
| 1Y | +20.9% | +38.7% | -17.8% | +11.9% |
| 3Y | +60.0% | +61.8% | -1.7% | +38.8% |
| All | +42.4% | +256.3% | -214.0% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling