-28.4%
DT vs FLR
+245.1%
-273.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.3% |
| 7D | -0.5% | -3.1% | +2.6% | +0.1% |
| 30D | +0.1% | +4.9% | -4.9% | -1.1% |
| 3M | +24.1% | +10.8% | +13.3% | +20.0% |
| 6M | +30.1% | +19.7% | +10.4% | +21.8% |
| YTD | +16.8% | +38.4% | -21.6% | +4.6% |
| 1Y | -0.1% | +34.7% | -34.8% | -10.5% |
| 3Y | +6.8% | +56.7% | -49.8% | -14.6% |
| 5Y | -28.4% | +241.6% | -270.0% | -56.9% |
| All | -28.4% | +245.1% | -273.4% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling