-26.1%
FLUT vs DAR
+307.1%
-333.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.3% | -4.4% |
| 7D | -1.2% | +9.2% | -10.4% | -2.3% |
| 30D | +5.0% | -12.3% | +17.3% | +6.6% |
| 3M | -16.4% | -12.7% | -3.7% | -15.2% |
| 6M | -14.6% | -12.8% | -1.8% | -13.5% |
| YTD | -61.9% | +53.8% | -115.7% | -64.3% |
| 1Y | -65.0% | +60.3% | -125.3% | -67.5% |
| 3Y | -44.8% | +31.7% | -76.6% | -48.5% |
| 5Y | -49.9% | -27.7% | -22.2% | -50.2% |
| All | -26.1% | +307.1% | -333.1% | -29.0% |
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 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