+112.1%
DAL vs FLNC
-69.1%
+181.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.6% |
| 7D | +0.1% | -4.9% | +5.0% | +0.8% |
| 30D | -13.9% | -27.3% | +13.3% | -10.5% |
| 3M | +1.1% | -61.9% | +63.0% | +12.9% |
| 6M | +26.2% | -34.5% | +60.7% | +26.6% |
| YTD | +16.4% | -47.7% | +64.1% | +18.2% |
| 1Y | +33.9% | +53.3% | -19.5% | +11.5% |
| 3Y | +93.4% | -62.4% | +155.8% | +76.1% |
| All | +112.1% | -69.1% | +181.3% | +77.3% |
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