+6.2%
DT vs FLR
+60.4%
-54.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.2% |
| 7D | -4.9% | +0.7% | -5.5% | -4.9% |
| 30D | +2.7% | -0.7% | +3.4% | +2.6% |
| 3M | +20.0% | +14.3% | +5.6% | +16.6% |
| 6M | +28.0% | +25.6% | +2.4% | +20.7% |
| YTD | +16.0% | +42.9% | -26.8% | +5.8% |
| 1Y | +0.7% | +38.7% | -38.0% | -8.2% |
| 3Y | +6.2% | +61.8% | -55.6% | -14.9% |
| All | +6.2% | +60.4% | -54.2% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 3y: compounded portfolio wealth divided by compounded FLR 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…
3y analysis · Full analysis span regression · 6 months rolling