+224.0%
FLUT vs DG
+606.1%
-382.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.2% |
| 7D | -1.6% | +8.4% | -10.0% | -1.9% |
| 30D | +7.7% | +4.9% | +2.8% | +7.6% |
| 3M | -0.7% | +29.3% | -30.1% | -1.3% |
| 6M | -11.2% | -11.3% | +0.1% | -11.3% |
| YTD | -53.4% | +1.8% | -55.2% | -53.6% |
| 1Y | -65.8% | +25.3% | -91.1% | -66.0% |
| 3Y | -44.9% | +9.1% | -54.0% | -45.1% |
| 5Y | -49.7% | -34.9% | -14.8% | -49.5% |
| 10Y | -9.7% | +108.2% | -117.9% | -7.3% |
| All | +224.0% | +606.1% | -382.1% | +220.6% |
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