+35.4%
DECK vs FLNC
-69.1%
+104.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.4% |
| 7D | -2.2% | -4.9% | +2.6% | -1.7% |
| 30D | -13.6% | -27.3% | +13.7% | -10.7% |
| 3M | -21.2% | -61.9% | +40.6% | -13.6% |
| 6M | -21.1% | -34.5% | +13.4% | -21.4% |
| YTD | -17.2% | -47.7% | +30.4% | -16.9% |
| 1Y | -30.7% | +53.3% | -84.1% | -44.2% |
| 3Y | -3.4% | -62.4% | +59.1% | -12.5% |
| All | +35.4% | -69.1% | +104.5% | +8.5% |
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