+38.4%
DECK vs FLNC
-84.8%
+123.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -15.9% | +14.4% | +0.1% |
| 7D | +6.0% | -16.3% | +22.4% | +7.7% |
| 30D | +7.4% | -36.6% | +44.0% | +12.2% |
| 3M | -11.7% | -64.2% | +52.5% | -2.4% |
| 6M | -11.0% | -59.9% | +48.9% | -7.3% |
| YTD | -15.4% | -74.2% | +58.9% | -9.1% |
| 1Y | +7.2% | -75.4% | +82.7% | +14.5% |
| 3Y | -11.8% | -73.2% | +61.4% | -20.0% |
| 5Y | +24.3% | -85.2% | +109.5% | +6.3% |
| All | +38.4% | -84.8% | +123.2% | +18.6% |
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