+32.3%
DLR vs FLUT
-50.5%
+82.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | -0.1% |
| 7D | -3.6% | -1.1% | -2.5% | -3.6% |
| 30D | -3.5% | +7.7% | -11.2% | -4.6% |
| 3M | -8.9% | -12.2% | +3.2% | -8.0% |
| 6M | -11.6% | -17.6% | +6.0% | -10.5% |
| YTD | +14.9% | -62.0% | +76.9% | +30.2% |
| 1Y | +6.4% | -62.3% | +68.7% | +20.4% |
| 3Y | +47.3% | -52.0% | +99.2% | +58.6% |
| All | +32.3% | -50.5% | +82.8% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling