+251.2%
FLR vs DAR
-11.1%
+262.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.5% | -2.1% |
| 7D | +5.4% | +1.4% | +4.1% | +5.0% |
| 30D | +11.4% | +12.8% | -1.4% | +6.4% |
| 3M | +11.4% | +7.4% | +4.0% | +7.9% |
| 6M | +16.6% | +22.3% | -5.6% | +7.5% |
| YTD | +41.7% | +81.1% | -39.4% | +13.6% |
| 1Y | +35.4% | +106.5% | -71.1% | +2.5% |
| 3Y | +57.3% | +5.3% | +52.0% | +49.3% |
| All | +251.2% | -11.1% | +262.3% | +249.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling