-71.0%
DOCU vs FLNC
-85.9%
+14.9%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.8% | +6.8% | +1.1% |
| 7D | +1.6% | -7.1% | +8.6% | +2.6% |
| 30D | +10.8% | -30.2% | +41.0% | +16.3% |
| 3M | +38.0% | -64.1% | +102.1% | +60.1% |
| 6M | +77.4% | -77.7% | +155.2% | +115.0% |
| YTD | +17.2% | -76.1% | +93.2% | +31.0% |
| 1Y | +15.6% | -75.4% | +90.9% | +26.3% |
| 3Y | +95.6% | -72.4% | +168.0% | +59.3% |
| 5Y | -69.7% | -87.4% | +17.7% | -69.8% |
| All | -71.0% | -85.9% | +14.9% | -71.3% |
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 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