-26.1%
FLUT vs DAR
+288.2%
-314.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.7% | -4.3% | -0.2% |
| 7D | -6.5% | -2.8% | -3.7% | -6.2% |
| 30D | +2.8% | -12.8% | +15.6% | +4.4% |
| 3M | -13.5% | -11.6% | -1.9% | -12.3% |
| 6M | -19.0% | -16.8% | -2.2% | -17.4% |
| YTD | -61.9% | +45.9% | -107.8% | -64.1% |
| 1Y | -63.2% | +61.5% | -124.7% | -65.8% |
| 3Y | -46.0% | +23.0% | -69.0% | -49.1% |
| 5Y | -51.8% | -35.8% | -15.9% | -51.6% |
| 10Y | -26.1% | +280.4% | -306.4% | -28.3% |
| All | -26.1% | +288.2% | -314.3% | -28.3% |
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