+668.4%
FLEX vs DLR
+3,340.7%
-2,672.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.8% | +4.7% |
| 7D | -19.3% | -3.6% | -15.7% | -17.7% |
| 30D | -41.5% | -3.5% | -38.1% | -40.1% |
| 3M | -43.1% | -8.9% | -34.2% | -39.9% |
| 6M | -48.2% | -11.6% | -36.6% | -44.9% |
| YTD | +15.5% | +14.9% | +0.6% | +8.2% |
| 1Y | +10.2% | +6.4% | +3.8% | +7.3% |
| 3Y | +256.8% | +47.3% | +209.5% | +192.8% |
| 5Y | +408.2% | +32.8% | +375.4% | +325.2% |
| 10Y | +580.8% | +169.6% | +411.3% | +266.3% |
| All | +668.4% | +3,340.7% | -2,672.3% | +26.9% |
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