+18.6%
DLR vs FLUT
-65.6%
+84.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | -0.2% |
| 7D | +2.9% | -2.6% | +5.5% | +2.9% |
| 30D | -1.2% | +5.4% | -6.5% | -1.1% |
| 3M | +2.9% | -10.8% | +13.7% | +3.2% |
| 6M | +6.7% | -9.2% | +15.9% | +7.1% |
| YTD | +23.9% | -53.8% | +77.7% | +31.2% |
| 1Y | +18.6% | -66.0% | +84.6% | +26.5% |
| All | +18.6% | -65.6% | +84.2% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling