-63.1%
FLUT vs DG
+39.7%
-102.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | +4.5% | -3.0% | +7.5% | +5.1% |
| 30D | +9.2% | +8.6% | +0.6% | +7.5% |
| 3M | -13.7% | +15.0% | -28.7% | -16.2% |
| 6M | -9.0% | +32.7% | -41.7% | -13.7% |
| YTD | -60.2% | +5.5% | -65.8% | -62.4% |
| 1Y | -63.1% | +34.6% | -97.7% | -65.1% |
| All | -63.1% | +39.7% | -102.8% | -65.1% |
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