+28.4%
FLEX vs DLR
+9.7%
+18.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.6% | +3.7% |
| 7D | +2.2% | -2.0% | +4.3% | +4.6% |
| 30D | -32.6% | +0.5% | -33.2% | -32.4% |
| 3M | -35.5% | -4.4% | -31.1% | -32.7% |
| 6M | -45.6% | -6.4% | -39.1% | -41.5% |
| YTD | +30.7% | +19.5% | +11.2% | +19.2% |
| 1Y | +28.4% | +10.5% | +17.8% | +24.6% |
| All | +28.4% | +9.7% | +18.7% | +24.6% |
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