-52.5%
DOCS vs FLNC
-83.9%
+31.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +0.7% |
| 7D | 0.0% | +3.6% | -3.6% | -0.7% |
| 30D | +7.8% | -27.3% | +35.1% | +12.7% |
| 3M | +20.0% | -59.1% | +79.0% | +36.0% |
| 6M | +26.5% | -77.6% | +104.2% | +52.5% |
| YTD | -25.8% | -72.7% | +46.9% | -18.1% |
| 1Y | -39.5% | -74.0% | +34.6% | -33.8% |
| 3Y | +60.3% | -69.6% | +129.9% | +35.4% |
| 5Y | -57.0% | -85.2% | +28.1% | -60.0% |
| All | -52.5% | -83.9% | +31.4% | -56.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling