+3,472.7%
DLR vs FLUT
+622.3%
+2,850.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | +0.3% | -1.5% | +1.8% | +0.4% |
| 30D | +1.2% | +3.4% | -2.2% | +1.0% |
| 3M | -4.8% | -12.5% | +7.7% | -4.4% |
| 6M | -6.1% | -18.5% | +12.3% | -5.6% |
| YTD | +19.3% | -61.6% | +80.9% | +24.3% |
| 1Y | +10.0% | -64.1% | +74.1% | +14.9% |
| 3Y | +53.8% | -44.5% | +98.3% | +57.4% |
| 5Y | +39.1% | -51.3% | +90.4% | +41.8% |
| 10Y | +188.1% | -25.6% | +213.7% | +189.7% |
| All | +3,472.7% | +622.3% | +2,850.4% | +3,489.0% |
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