-49.2%
FLUT vs DD
+61.7%
-111.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +3.8% | -0.6% | +4.4% | +4.0% |
| 30D | +6.3% | -7.4% | +13.7% | +9.1% |
| 3M | -4.0% | -6.4% | +2.4% | -2.4% |
| 6M | -10.3% | -2.5% | -7.8% | -10.9% |
| YTD | -53.2% | +10.2% | -63.4% | -56.1% |
| 1Y | -65.0% | +36.9% | -102.0% | -70.2% |
| 3Y | -43.9% | +47.0% | -90.9% | -55.0% |
| 5Y | -49.2% | +63.1% | -112.4% | -61.4% |
| All | -49.2% | +61.7% | -111.0% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling