+10.2%
DLTR vs FLNC
-70.4%
+80.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.5% |
| 7D | -10.1% | -4.1% | -6.0% | -9.9% |
| 30D | -8.1% | -24.8% | +16.7% | -6.8% |
| 3M | +2.9% | -59.1% | +62.0% | +7.4% |
| 6M | +4.3% | -42.0% | +46.3% | +4.4% |
| YTD | -3.9% | -49.8% | +45.9% | -4.0% |
| 1Y | +18.9% | +43.1% | -24.2% | +7.8% |
| 3Y | +1.9% | -61.0% | +62.9% | -4.2% |
| All | +10.2% | -70.4% | +80.5% | +7.1% |
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