+181.2%
DLR vs FLUT
-26.8%
+208.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | +3.3% | -0.7% | +4.0% | +3.4% |
| 30D | +4.6% | +9.3% | -4.7% | +3.8% |
| 3M | -8.3% | -17.5% | +9.2% | -7.3% |
| 6M | -5.6% | -14.6% | +9.0% | -5.2% |
| YTD | +18.7% | -62.3% | +81.0% | +27.0% |
| 1Y | +17.1% | -59.6% | +76.7% | +24.5% |
| 3Y | +54.4% | -45.3% | +99.6% | +60.6% |
| 5Y | +36.5% | -50.4% | +86.9% | +40.4% |
| All | +181.2% | -26.8% | +208.0% | +207.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling