+3,595.6%
DLR vs FLUT
+776.3%
+2,819.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.4% |
| 7D | +1.6% | -1.6% | +3.2% | +1.6% |
| 30D | -3.4% | +7.7% | -11.1% | -3.8% |
| 3M | +0.5% | -0.7% | +1.2% | +0.3% |
| 6M | +4.6% | -11.2% | +15.7% | +4.8% |
| YTD | +23.4% | -53.4% | +76.9% | +27.6% |
| 1Y | +19.0% | -65.8% | +84.8% | +24.8% |
| 3Y | +56.5% | -44.9% | +101.5% | +60.1% |
| 5Y | +33.3% | -49.7% | +83.0% | +35.2% |
| 10Y | +165.1% | -9.7% | +174.9% | +164.5% |
| All | +3,595.6% | +776.3% | +2,819.3% | +3,584.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling