-10.4%
FLUT vs DAR
+364.6%
-375.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.4% |
| 7D | -2.6% | -0.2% | -2.4% | -2.6% |
| 30D | +5.4% | +7.4% | -2.1% | +4.3% |
| 3M | -10.8% | +15.7% | -26.4% | -12.6% |
| 6M | -9.2% | +30.0% | -39.2% | -12.6% |
| YTD | -53.8% | +87.5% | -141.3% | -57.7% |
| 1Y | -66.0% | +113.4% | -179.3% | -69.5% |
| 3Y | -44.7% | +15.3% | -60.0% | -47.5% |
| 5Y | -50.6% | -4.3% | -46.3% | -52.3% |
| 10Y | -10.4% | +380.2% | -390.6% | -15.8% |
| All | -10.4% | +364.6% | -375.0% | -15.8% |
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 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