+20.2%
FLR vs DAR
+364.6%
-344.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.5% |
| 7D | -3.1% | -0.2% | -3.0% | -3.1% |
| 30D | +4.9% | +7.4% | -2.5% | +0.6% |
| 3M | +10.8% | +15.7% | -4.9% | +0.9% |
| 6M | +19.7% | +30.0% | -10.4% | +1.4% |
| YTD | +38.4% | +87.5% | -49.2% | -4.3% |
| 1Y | +34.7% | +113.4% | -78.7% | -14.9% |
| 3Y | +56.7% | +15.3% | +41.4% | +30.2% |
| 5Y | +241.6% | -4.3% | +245.9% | +193.7% |
| 10Y | +20.2% | +380.2% | -360.0% | -63.3% |
| All | +20.2% | +364.6% | -344.4% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling