-47.3%
DOCS vs FLNC
-69.0%
+21.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +10.2% | -3.8% | +6.0% |
| 7D | +1.2% | -2.1% | +3.3% | +1.2% |
| 30D | +21.3% | -20.8% | +42.1% | +21.9% |
| 3M | +58.4% | -61.3% | +119.7% | +62.4% |
| 6M | +39.3% | -50.9% | +90.1% | +40.9% |
| YTD | -21.7% | -69.4% | +47.7% | -19.1% |
| 1Y | -47.3% | -68.4% | +21.1% | -46.1% |
| All | -47.3% | -69.0% | +21.6% | -46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling