+2,054.3%
FLUT vs DAR
+6,354.5%
-4,300.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -1.6% | +1.4% | -3.0% | -1.7% |
| 30D | +7.7% | +12.8% | -5.0% | +6.9% |
| 3M | -0.7% | +7.4% | -8.1% | -1.2% |
| 6M | -11.2% | +22.3% | -33.4% | -12.4% |
| YTD | -53.4% | +81.1% | -134.5% | -55.2% |
| 1Y | -65.8% | +106.5% | -172.3% | -67.4% |
| 3Y | -44.9% | +5.3% | -50.2% | -46.0% |
| 5Y | -49.7% | -11.5% | -38.1% | -50.4% |
| 10Y | -9.7% | +353.3% | -363.0% | -15.7% |
| All | +2,054.3% | +6,354.5% | -4,300.2% | +1,841.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling