-51.1%
FLUT vs DRI
+72.9%
-124.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -2.0% |
| 7D | -1.6% | +0.6% | -2.2% | -1.8% |
| 30D | +7.7% | +3.8% | +3.9% | +6.4% |
| 3M | -0.7% | +13.0% | -13.7% | -5.3% |
| 6M | -11.2% | +8.3% | -19.5% | -14.1% |
| YTD | -53.4% | +20.6% | -74.1% | -57.0% |
| 1Y | -65.8% | +6.5% | -72.2% | -66.9% |
| 3Y | -44.9% | +53.7% | -98.6% | -55.1% |
| All | -51.1% | +72.9% | -124.0% | -63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling