+3,455.1%
DLR vs FLR
+168.1%
+3,286.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.7% |
| 7D | +3.3% | +5.4% | -2.1% | +2.3% |
| 30D | +4.6% | +2.8% | +1.8% | +4.0% |
| 3M | -8.3% | -6.4% | -1.9% | -7.3% |
| 6M | -5.6% | +8.8% | -14.4% | -7.9% |
| YTD | +18.7% | +23.6% | -4.9% | +12.3% |
| 1Y | +17.1% | +13.8% | +3.3% | +12.3% |
| 3Y | +54.4% | +36.5% | +17.9% | +38.4% |
| 5Y | +36.5% | +119.3% | -82.9% | +9.4% |
| 10Y | +187.7% | +8.0% | +179.7% | +139.6% |
| All | +3,455.1% | +168.1% | +3,286.9% | +1,985.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling