+39.4%
DECK vs FLNC
-84.8%
+124.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.0% | -1.9% |
| 7D | -0.8% | -16.2% | +15.4% | +0.8% |
| 30D | +4.9% | -28.1% | +33.0% | +8.1% |
| 3M | -5.8% | -61.3% | +55.4% | +3.1% |
| 6M | -8.6% | -79.9% | +71.3% | +5.0% |
| YTD | -14.7% | -74.3% | +59.6% | -8.5% |
| 1Y | +6.9% | -75.5% | +82.3% | +14.2% |
| 3Y | -16.2% | -70.4% | +54.2% | -25.3% |
| 5Y | +25.3% | -86.4% | +111.6% | +8.2% |
| All | +39.4% | -84.8% | +124.3% | +19.4% |
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