+165.8%
DLR vs FLUT
-9.2%
+174.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +3.4% | +3.8% | -0.4% | +3.1% |
| 30D | -2.2% | +6.3% | -8.5% | -2.8% |
| 3M | +4.7% | -4.0% | +8.8% | +4.7% |
| 6M | +9.0% | -10.3% | +19.3% | +9.4% |
| YTD | +24.1% | -53.2% | +77.3% | +31.1% |
| 1Y | +20.9% | -65.0% | +86.0% | +30.6% |
| 3Y | +60.0% | -43.9% | +103.9% | +66.0% |
| 5Y | +35.3% | -49.2% | +84.5% | +37.3% |
| 10Y | +165.8% | -9.2% | +174.9% | +184.0% |
| All | +165.8% | -9.2% | +174.9% | +184.0% |
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