+8.0%
DASH vs FLNC
-69.1%
+77.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.5% | -6.1% | -4.9% |
| 7D | -10.6% | -4.9% | -5.7% | -9.8% |
| 30D | +2.2% | -27.3% | +29.4% | +7.3% |
| 3M | +32.3% | -61.9% | +94.2% | +52.1% |
| 6M | +19.1% | -34.5% | +53.6% | +18.4% |
| YTD | -6.5% | -47.7% | +41.2% | -5.7% |
| 1Y | -14.9% | +53.3% | -68.2% | -35.2% |
| 3Y | +151.9% | -62.4% | +214.4% | +121.3% |
| All | +8.0% | -69.1% | +77.1% | -31.3% |
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