+100.0%
DAL vs FLNC
-59.3%
+159.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.7% | -8.2% | -2.2% |
| 7D | +3.4% | +6.0% | -2.6% | +2.7% |
| 30D | -13.6% | -16.3% | +2.8% | -12.1% |
| 3M | +1.2% | -54.1% | +55.3% | +8.6% |
| 6M | +34.5% | -25.3% | +59.8% | +32.9% |
| YTD | +14.7% | -44.2% | +58.9% | +15.3% |
| 1Y | +29.2% | +53.1% | -23.9% | +12.1% |
| 3Y | +100.0% | -58.3% | +158.3% | +82.0% |
| All | +100.0% | -59.3% | +159.2% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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