+128.9%
DAL vs FLNC
-86.0%
+214.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | -0.2% |
| 7D | -1.1% | -11.2% | +10.1% | +0.4% |
| 30D | +12.8% | -24.6% | +37.5% | +16.6% |
| 3M | -5.3% | -64.6% | +59.3% | +7.1% |
| 6M | +22.4% | -78.8% | +101.2% | +43.9% |
| YTD | +25.6% | -76.3% | +101.9% | +39.9% |
| 1Y | +45.5% | -71.2% | +116.7% | +56.1% |
| 3Y | +161.0% | -71.9% | +232.8% | +138.8% |
| 5Y | +112.2% | -87.5% | +199.8% | +99.0% |
| All | +128.9% | -86.0% | +214.9% | +109.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling