+1,106.0%
FLEX vs DLR
+3,595.6%
-2,489.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | -0.9% | +1.6% | -2.5% | -1.7% |
| 30D | -10.1% | -3.4% | -6.8% | -8.5% |
| 3M | -31.3% | +0.5% | -31.8% | -32.0% |
| 6M | +71.3% | +4.6% | +66.7% | +67.2% |
| YTD | +81.2% | +23.4% | +57.8% | +62.6% |
| 1Y | +98.5% | +19.0% | +79.5% | +81.0% |
| 3Y | +428.2% | +56.5% | +371.7% | +317.0% |
| 5Y | +657.3% | +33.3% | +623.9% | +525.2% |
| 10Y | +995.9% | +165.1% | +830.8% | +489.3% |
| All | +1,106.0% | +3,595.6% | -2,489.7% | +90.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling