+651.7%
FLEX vs DLR
+188.5%
+463.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.6% | +3.7% |
| 7D | +2.2% | -2.0% | +4.3% | +3.6% |
| 30D | -32.6% | +0.5% | -33.2% | -32.4% |
| 3M | -35.5% | -4.4% | -31.1% | -33.7% |
| 6M | -45.6% | -6.4% | -39.1% | -43.8% |
| YTD | +30.7% | +19.5% | +11.2% | +22.3% |
| 1Y | +28.4% | +10.5% | +17.8% | +24.0% |
| 3Y | +301.7% | +54.0% | +247.7% | +240.0% |
| 5Y | +473.3% | +39.7% | +433.6% | +392.1% |
| 10Y | +651.7% | +189.5% | +462.2% | +434.7% |
| All | +651.7% | +188.5% | +463.2% | +434.7% |
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