-99.9%
DFNS vs FLNC
-69.8%
-30.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -8.3% | +3.7% | -3.8% |
| 7D | +4.6% | -4.2% | +8.8% | +5.0% |
| 30D | -73.9% | -20.0% | -53.9% | -73.2% |
| 3M | -71.7% | -56.9% | -14.8% | -69.8% |
| 6M | -94.6% | -35.5% | -59.0% | -94.4% |
| YTD | -98.1% | -48.8% | -49.2% | -98.0% |
| 1Y | -98.3% | +49.3% | -147.6% | -98.2% |
| 3Y | -99.9% | -61.8% | -38.1% | -99.9% |
| All | -99.9% | -69.8% | -30.1% | -99.9% |
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