-65.0%
FLUT vs DAR
+108.5%
-173.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.4% | +0.4% |
| 7D | +3.8% | -0.9% | +4.7% | +3.9% |
| 30D | +6.3% | +13.0% | -6.7% | +4.8% |
| 3M | -4.0% | +15.0% | -19.0% | -5.8% |
| 6M | -10.3% | +26.8% | -37.1% | -13.6% |
| YTD | -53.2% | +86.4% | -139.6% | -57.9% |
| 1Y | -65.0% | +115.1% | -180.1% | -69.3% |
| All | -65.0% | +108.5% | -173.5% | -69.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling