+165.3%
FLUT vs DG
+628.1%
-462.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | +0.3% |
| 7D | -6.5% | +0.7% | -7.1% | -6.5% |
| 30D | +2.8% | +7.4% | -4.7% | +2.6% |
| 3M | -13.5% | +8.5% | -22.0% | -13.7% |
| 6M | -19.0% | +21.9% | -40.8% | -19.4% |
| YTD | -61.9% | +4.9% | -66.8% | -62.1% |
| 1Y | -63.2% | +40.4% | -103.6% | -63.6% |
| 3Y | -46.0% | +23.5% | -69.5% | -46.3% |
| 5Y | -51.8% | -32.3% | -19.5% | -51.6% |
| 10Y | -26.1% | +119.3% | -145.4% | -24.1% |
| All | +165.3% | +628.1% | -462.7% | +162.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling