+1,060.6%
FLEX vs DLR
+163.6%
+897.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.1% |
| 7D | +7.0% | +3.4% | +3.6% | +5.5% |
| 30D | -5.8% | -2.2% | -3.6% | -4.8% |
| 3M | -24.2% | +4.7% | -28.9% | -26.0% |
| 6M | +90.8% | +9.0% | +81.8% | +84.2% |
| YTD | +89.2% | +24.1% | +65.0% | +73.0% |
| 1Y | +104.7% | +20.9% | +83.8% | +89.0% |
| 3Y | +478.1% | +60.0% | +418.1% | +379.1% |
| 5Y | +726.2% | +35.3% | +690.9% | +608.8% |
| 10Y | +1,060.6% | +165.8% | +894.8% | +739.8% |
| All | +1,060.6% | +163.6% | +897.0% | +739.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling