-65.0%
FLUT vs DRI
+4.8%
-69.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.0% |
| 7D | +3.8% | -1.2% | +5.0% | +4.1% |
| 30D | +6.3% | -0.4% | +6.7% | +6.5% |
| 3M | -4.0% | +9.5% | -13.6% | -5.7% |
| 6M | -10.3% | +6.5% | -16.7% | -11.8% |
| YTD | -53.2% | +18.4% | -71.6% | -54.9% |
| 1Y | -65.0% | +4.2% | -69.3% | -66.7% |
| All | -65.0% | +4.8% | -69.9% | -66.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling