-10.4%
FLUT vs DRI
+348.4%
-358.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.3% | -1.1% |
| 7D | -2.6% | -4.8% | +2.2% | -1.9% |
| 30D | +5.4% | -3.9% | +9.3% | +6.0% |
| 3M | -10.8% | +5.1% | -15.8% | -11.4% |
| 6M | -9.2% | +5.5% | -14.7% | -10.0% |
| YTD | -53.8% | +16.5% | -70.3% | -54.9% |
| 1Y | -66.0% | +2.0% | -68.0% | -66.2% |
| 3Y | -44.7% | +54.5% | -99.2% | -47.9% |
| 5Y | -50.6% | +66.6% | -117.2% | -54.2% |
| 10Y | -10.4% | +353.6% | -364.0% | -15.3% |
| All | -10.4% | +348.4% | -358.9% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling