+39.4%
FLR vs DAR
+20.8%
+18.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.6% |
| 7D | +5.1% | -3.8% | +8.9% | +6.0% |
| 30D | -0.5% | -14.4% | +13.9% | +2.8% |
| 3M | -3.5% | -17.9% | +14.5% | +0.4% |
| 6M | +16.5% | -18.3% | +34.8% | +20.9% |
| YTD | +27.3% | +43.2% | -16.0% | +14.8% |
| 1Y | +10.6% | +57.7% | -47.1% | -2.7% |
| 3Y | +39.4% | +22.7% | +16.6% | +22.8% |
| All | +39.4% | +20.8% | +18.6% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling