-18.0%
DOCN vs FLNC
-83.9%
+65.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.5% | +5.6% | +7.4% |
| 7D | -12.8% | +3.6% | -16.4% | -13.6% |
| 30D | -41.9% | -27.3% | -14.6% | -36.7% |
| 3M | -36.9% | -59.1% | +22.1% | -21.4% |
| 6M | -52.2% | -77.6% | +25.4% | -32.8% |
| YTD | +62.7% | -72.7% | +135.4% | +100.8% |
| 1Y | +58.2% | -74.0% | +132.3% | +94.0% |
| 3Y | +219.5% | -69.6% | +289.0% | +179.8% |
| 5Y | -32.9% | -85.2% | +52.3% | -42.3% |
| All | -18.0% | -83.9% | +65.8% | -30.4% |
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