-63.2%
FLUT vs DD
+49.3%
-112.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.3% |
| 7D | +4.2% | +8.7% | -4.5% | +4.1% |
| 30D | +8.0% | +15.3% | -7.3% | +7.7% |
| 3M | -22.1% | +5.9% | -28.0% | -22.3% |
| 6M | -21.7% | +11.6% | -33.3% | -23.1% |
| YTD | -62.0% | +26.5% | -88.5% | -65.2% |
| 1Y | -63.2% | +35.4% | -98.6% | -67.2% |
| All | -63.2% | +49.3% | -112.5% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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