-61.9%
DOCS vs FLNC
-69.1%
+7.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.5% | -4.2% | -3.0% |
| 7D | -1.4% | -4.9% | +3.4% | -0.7% |
| 30D | +21.8% | -27.3% | +49.1% | +27.9% |
| 3M | +27.3% | -61.9% | +89.2% | +45.8% |
| 6M | -0.3% | -34.5% | +34.2% | -0.6% |
| YTD | -40.5% | -47.7% | +7.2% | -39.9% |
| 1Y | -61.5% | +53.3% | -114.9% | -71.1% |
| 3Y | +8.2% | -62.4% | +70.6% | -5.4% |
| All | -61.9% | -69.1% | +7.2% | -68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling