+4.9%
DG vs FLNC
-62.9%
+67.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +1.2% |
| 7D | -6.5% | -4.1% | -2.4% | -6.4% |
| 30D | +4.2% | -24.8% | +28.9% | +5.0% |
| 3M | +9.5% | -59.1% | +68.6% | +12.3% |
| 6M | -13.1% | -42.0% | +28.8% | -13.1% |
| YTD | -4.8% | -49.8% | +45.0% | -4.7% |
| 1Y | +20.6% | +43.1% | -22.5% | +15.8% |
| 3Y | +4.9% | -61.0% | +65.9% | +3.5% |
| All | +4.9% | -62.9% | +67.8% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling