-54.2%
DOCS vs FLNC
-85.3%
+31.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.4% | -5.5% | -2.6% |
| 7D | -0.8% | -7.9% | +7.1% | +0.2% |
| 30D | +17.4% | -31.3% | +48.7% | +23.7% |
| 3M | +57.4% | -60.1% | +117.5% | +79.0% |
| 6M | +26.5% | -61.1% | +87.7% | +35.9% |
| YTD | -26.6% | -73.4% | +46.8% | -18.7% |
| 1Y | -48.1% | -73.4% | +25.4% | -43.6% |
| 3Y | +52.6% | -71.9% | +124.6% | +31.8% |
| All | -54.2% | -85.3% | +31.1% | -59.9% |
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