+2,054.3%
FLUT vs DRI
+1,859.7%
+194.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -2.1% |
| 7D | -1.6% | +0.6% | -2.2% | -1.7% |
| 30D | +7.7% | +3.8% | +3.9% | +7.5% |
| 3M | -0.7% | +13.0% | -13.7% | -1.7% |
| 6M | -11.2% | +8.3% | -19.5% | -11.8% |
| YTD | -53.4% | +20.6% | -74.1% | -54.2% |
| 1Y | -65.8% | +6.5% | -72.2% | -66.0% |
| 3Y | -44.9% | +53.7% | -98.6% | -46.7% |
| 5Y | -49.7% | +72.7% | -122.4% | -51.8% |
| 10Y | -9.7% | +363.2% | -372.9% | -16.5% |
| All | +2,054.3% | +1,859.7% | +194.6% | +1,787.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling