+447.4%
FLR vs DAR
+17,284.0%
-16,836.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.5% | -2.1% |
| 7D | +5.4% | +1.4% | +4.1% | +5.1% |
| 30D | +11.4% | +12.8% | -1.4% | +7.8% |
| 3M | +11.4% | +7.4% | +4.0% | +8.8% |
| 6M | +16.6% | +22.3% | -5.6% | +10.2% |
| YTD | +41.7% | +81.1% | -39.4% | +22.0% |
| 1Y | +35.4% | +106.5% | -71.1% | +12.3% |
| 3Y | +57.3% | +5.3% | +52.0% | +48.6% |
| 5Y | +241.0% | -11.5% | +252.5% | +231.6% |
| 10Y | +16.6% | +353.3% | -336.7% | -17.1% |
| All | +447.4% | +17,284.0% | -16,836.6% | +199.0% |
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