-38.1%
DOCS vs FLNC
-75.9%
+37.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.4% | -5.5% | -2.2% |
| 7D | -0.8% | -7.9% | +7.1% | -0.4% |
| 30D | +17.4% | -31.3% | +48.7% | +18.8% |
| 3M | +57.4% | -60.1% | +117.5% | +62.3% |
| 6M | +26.5% | -61.1% | +87.7% | +29.1% |
| YTD | -26.6% | -73.4% | +46.8% | -23.7% |
| All | -38.1% | -75.9% | +37.8% | -36.0% |
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