-71.8%
DOCU vs FLNC
-83.9%
+12.1%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -0.2% |
| 7D | -4.8% | +3.6% | -8.4% | -5.7% |
| 30D | +9.4% | -27.3% | +36.7% | +14.2% |
| 3M | +29.0% | -59.1% | +88.1% | +46.7% |
| 6M | +62.3% | -77.6% | +140.0% | +96.7% |
| YTD | +13.7% | -72.7% | +86.4% | +24.6% |
| 1Y | +11.5% | -74.0% | +85.6% | +21.4% |
| 3Y | +94.2% | -69.6% | +163.7% | +56.8% |
| 5Y | -71.7% | -85.2% | +13.4% | -72.5% |
| All | -71.8% | -83.9% | +12.1% | -72.7% |
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