+416.7%
FLEX vs DLR
+32.6%
+384.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.8% | +4.7% |
| 7D | -19.3% | -3.6% | -15.7% | -17.5% |
| 30D | -41.5% | -3.5% | -38.1% | -40.0% |
| 3M | -43.1% | -8.9% | -34.2% | -39.7% |
| 6M | -48.2% | -11.6% | -36.6% | -44.6% |
| YTD | +15.5% | +14.9% | +0.6% | +8.8% |
| 1Y | +10.2% | +6.4% | +3.8% | +7.7% |
| 3Y | +256.8% | +47.3% | +209.5% | +199.4% |
| All | +416.7% | +32.6% | +384.1% | +338.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling