-46.0%
FLUT vs DD
+90.7%
-136.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.9% | -5.5% | -0.9% |
| 7D | -6.5% | +9.8% | -16.3% | -8.5% |
| 30D | +2.8% | +19.3% | -16.6% | -1.3% |
| 3M | -13.5% | +9.4% | -22.8% | -15.3% |
| 6M | -19.0% | +4.8% | -23.8% | -20.2% |
| YTD | -61.9% | +30.2% | -92.1% | -65.2% |
| 1Y | -63.2% | +32.2% | -95.5% | -66.6% |
| 3Y | -46.0% | +93.1% | -139.1% | -60.3% |
| All | -46.0% | +90.7% | -136.7% | -60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling