+143.9%
DASH vs FLNC
-59.3%
+203.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.7% | -12.0% | -5.8% |
| 7D | -11.2% | +6.0% | -17.1% | -11.6% |
| 30D | -7.3% | -16.3% | +9.0% | -6.3% |
| 3M | +31.4% | -54.1% | +85.6% | +37.7% |
| 6M | +11.9% | -25.3% | +37.2% | +10.9% |
| YTD | -11.5% | -44.2% | +32.7% | -10.9% |
| 1Y | -20.0% | +53.1% | -73.1% | -26.4% |
| 3Y | +143.9% | -58.3% | +202.2% | +138.9% |
| All | +143.9% | -59.3% | +203.2% | +138.9% |
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