+117.6%
DT vs FLR
+78.2%
+39.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.3% |
| 7D | -3.3% | +5.4% | -8.7% | -4.0% |
| 30D | +2.0% | +11.4% | -9.3% | +0.1% |
| 3M | +20.0% | +11.4% | +8.6% | +17.3% |
| 6M | +39.3% | +16.6% | +22.7% | +34.1% |
| YTD | +19.8% | +41.7% | -22.0% | +11.7% |
| 1Y | +4.3% | +35.4% | -31.1% | -2.4% |
| 3Y | +7.7% | +57.3% | -49.6% | -3.7% |
| 5Y | -26.8% | +241.0% | -267.8% | -41.2% |
| All | +117.6% | +78.2% | +39.4% | +48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling