+3,340.7%
DLR vs FLUT
+615.2%
+2,725.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | -0.2% |
| 7D | -3.6% | -1.1% | -2.5% | -3.6% |
| 30D | -3.5% | +7.7% | -11.2% | -3.9% |
| 3M | -8.9% | -12.2% | +3.2% | -8.5% |
| 6M | -11.6% | -17.6% | +6.0% | -11.1% |
| YTD | +14.9% | -62.0% | +76.9% | +19.8% |
| 1Y | +6.4% | -62.3% | +68.7% | +10.9% |
| 3Y | +47.3% | -52.0% | +99.2% | +51.6% |
| 5Y | +32.8% | -51.8% | +84.6% | +35.4% |
| 10Y | +169.6% | -26.3% | +195.9% | +171.1% |
| All | +3,340.7% | +615.2% | +2,725.6% | +3,358.0% |
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