+1,658.1%
FLUT vs DAR
+4,869.3%
-3,211.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.5% |
| 7D | -1.1% | -9.9% | +8.9% | -0.5% |
| 30D | +7.7% | -16.4% | +24.1% | +8.8% |
| 3M | -12.2% | -17.1% | +4.9% | -11.3% |
| 6M | -17.6% | -20.5% | +2.9% | -16.6% |
| YTD | -62.0% | +39.4% | -101.4% | -62.9% |
| 1Y | -62.3% | +57.2% | -119.5% | -63.4% |
| 3Y | -52.0% | +13.9% | -65.8% | -53.0% |
| 5Y | -51.8% | -40.8% | -11.0% | -51.5% |
| 10Y | -26.3% | +276.2% | -302.6% | -30.3% |
| All | +1,658.1% | +4,869.3% | -3,211.2% | +1,508.6% |
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