-52.9%
DOCS vs FLNC
-87.7%
+34.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | +2.6% | -11.2% | +13.7% | +4.3% |
| 30D | +11.4% | -24.6% | +36.1% | +15.8% |
| 3M | +25.4% | -64.6% | +90.0% | +44.9% |
| 6M | +42.5% | -78.8% | +121.4% | +73.0% |
| YTD | -24.7% | -76.3% | +51.6% | -15.3% |
| 1Y | -32.9% | -71.2% | +38.3% | -28.5% |
| 3Y | +39.6% | -71.9% | +111.5% | +18.9% |
| All | -52.9% | -87.7% | +34.8% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling