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  • FLUT vs DRI✓SelectedUSD · DRIFLUT vs DRI performance historyLatest closeAs of+0.35%11/09
Stock and ETF performance explorer

FLUT vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-26.1%
DRI return
+370.8%
Excess return
-396.8%
Maximum drawdown
-75.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
1D+0.4%+1.5%-1.2%+0.1%
7D-6.5%+3.1%-9.6%-6.9%
30D+2.8%+16.2%-13.5%+0.6%
3M-13.5%+8.4%-21.8%-14.5%
6M-19.0%+19.0%-38.0%-21.0%
YTD-61.9%+28.8%-90.7%-63.3%
1Y-63.2%+33.1%-96.4%-64.8%
3Y-46.0%+70.8%-116.8%-50.0%
5Y-51.8%+74.2%-126.0%-55.8%
10Y-26.1%+345.5%-371.6%-25.9%
All-26.1%+370.8%-396.8%-25.9%

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