-94.6%
DFNS vs FLNC
-30.5%
-64.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -8.3% | +3.7% | -2.8% |
| 7D | +4.6% | -4.2% | +8.8% | +5.5% |
| 30D | -73.9% | -20.0% | -53.9% | -72.4% |
| 3M | -71.7% | -56.9% | -14.8% | -68.3% |
| 6M | -94.6% | -35.5% | -59.0% | -94.2% |
| All | -94.6% | -30.5% | -64.0% | -94.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling