+2.6%
DASH vs FLNC
-71.1%
+73.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.2% | +6.2% | +2.6% |
| 7D | -9.4% | -5.0% | -4.4% | -8.9% |
| 30D | -5.2% | -26.1% | +20.9% | -0.8% |
| 3M | +33.1% | -55.2% | +88.3% | +49.1% |
| 6M | +18.3% | -42.6% | +60.9% | +20.4% |
| YTD | -11.2% | -51.0% | +39.8% | -9.7% |
| 1Y | -21.9% | +43.3% | -65.3% | -39.8% |
| 3Y | +144.7% | -63.4% | +208.1% | +113.9% |
| All | +2.6% | -71.1% | +73.6% | -34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling