-52.0%
FLUT vs DRI
+66.4%
-118.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | -1.1% | +2.8% | -3.9% | -1.8% |
| 30D | +7.7% | +13.3% | -5.5% | +4.2% |
| 3M | -12.2% | +8.2% | -20.3% | -14.0% |
| 6M | -17.6% | +17.5% | -35.1% | -21.1% |
| YTD | -62.0% | +26.9% | -88.9% | -64.5% |
| 1Y | -62.3% | +31.6% | -93.8% | -65.1% |
| 3Y | -52.0% | +67.0% | -118.9% | -60.2% |
| All | -52.0% | +66.4% | -118.4% | -60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling