-51.1%
FLUT vs DAR
-11.0%
-40.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -1.6% | +1.4% | -3.0% | -1.9% |
| 30D | +7.7% | +12.8% | -5.0% | +5.1% |
| 3M | -0.7% | +7.4% | -8.1% | -2.4% |
| 6M | -11.2% | +22.3% | -33.4% | -15.1% |
| YTD | -53.4% | +81.1% | -134.5% | -59.0% |
| 1Y | -65.8% | +106.5% | -172.3% | -70.8% |
| 3Y | -44.9% | +5.3% | -50.2% | -47.3% |
| All | -51.1% | -11.0% | -40.1% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling