-66.0%
FLUT vs DG
+17.9%
-83.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.9% |
| 7D | -2.6% | -4.8% | +2.2% | -1.8% |
| 30D | +5.4% | +1.8% | +3.6% | +4.7% |
| 3M | -10.8% | +14.5% | -25.2% | -13.2% |
| 6M | -9.2% | -13.6% | +4.3% | -11.0% |
| YTD | -53.8% | -4.8% | -49.0% | -55.3% |
| 1Y | -66.0% | +21.6% | -87.5% | -69.5% |
| All | -66.0% | +17.9% | -83.9% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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