+25.0%
FLEX vs DLR
+11.0%
+14.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.6% | -14.9% | -14.3% |
| 7D | -17.0% | +2.8% | -19.8% | -18.9% |
| 30D | -33.8% | +2.8% | -36.6% | -35.1% |
| 3M | -39.0% | -4.0% | -35.0% | -37.3% |
| 6M | -15.9% | -5.6% | -10.3% | -10.8% |
| YTD | +27.8% | +21.9% | +5.9% | +16.1% |
| 1Y | +25.0% | +13.0% | +11.9% | +18.5% |
| All | +25.0% | +11.0% | +14.0% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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