-5.7%
DT vs FLUT
-63.1%
+57.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.2% |
| 7D | -25.5% | +4.2% | -29.7% | -25.8% |
| 30D | -22.3% | +8.0% | -30.3% | -23.0% |
| 3M | +2.3% | -22.1% | +24.4% | +5.4% |
| 6M | +20.7% | -21.7% | +42.4% | +23.0% |
| YTD | +7.9% | -62.0% | +69.9% | +18.3% |
| 1Y | -5.7% | -63.2% | +57.4% | +3.6% |
| All | -5.7% | -63.1% | +57.4% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling