-59.6%
FLUT vs DD
+27.9%
-87.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | -0.7% | +5.0% | -5.7% | -0.7% |
| 30D | +9.3% | +19.7% | -10.4% | +9.0% |
| 3M | -17.5% | +7.2% | -24.7% | -17.8% |
| 6M | -14.6% | +1.0% | -15.6% | -14.2% |
| YTD | -62.3% | +29.1% | -91.4% | -65.8% |
| 1Y | -59.6% | +28.5% | -88.1% | -63.2% |
| All | -59.6% | +27.9% | -87.5% | -63.2% |
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