+393.4%
FLR vs DAR
+14,348.0%
-13,954.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.7% | -0.8% |
| 7D | +6.3% | +3.6% | +2.7% | +5.5% |
| 30D | +1.8% | -11.3% | +13.1% | +4.7% |
| 3M | -4.4% | -13.1% | +8.7% | -1.5% |
| 6M | +15.9% | -15.1% | +31.0% | +19.5% |
| YTD | +27.7% | +50.5% | -22.8% | +14.7% |
| 1Y | +11.6% | +57.9% | -46.3% | -1.0% |
| 3Y | +39.9% | +28.9% | +10.9% | +26.1% |
| 5Y | +127.5% | -31.4% | +158.9% | +134.0% |
| 10Y | +11.6% | +301.0% | -289.5% | -18.1% |
| All | +393.4% | +14,348.0% | -13,954.6% | +181.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling