+442.4%
FLEX vs DLR
+56.7%
+385.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | -0.9% | +1.6% | -2.5% | -1.8% |
| 30D | -10.1% | -3.4% | -6.8% | -8.2% |
| 3M | -31.3% | +0.5% | -31.8% | -31.9% |
| 6M | +71.3% | +4.6% | +66.7% | +66.7% |
| YTD | +81.2% | +23.4% | +57.8% | +59.7% |
| 1Y | +98.5% | +19.0% | +79.5% | +78.0% |
| All | +442.4% | +56.7% | +385.8% | +305.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling