-75.2%
DOCU vs FLNC
-69.1%
-6.1%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.5% |
| 7D | +6.9% | -4.9% | +11.8% | +7.8% |
| 30D | +19.0% | -27.3% | +46.3% | +25.2% |
| 3M | +34.3% | -61.9% | +96.2% | +54.9% |
| 6M | +48.0% | -34.5% | +82.5% | +47.2% |
| YTD | 0.0% | -47.7% | +47.7% | +0.2% |
| 1Y | -10.3% | +53.3% | -63.6% | -34.4% |
| 3Y | +32.4% | -62.4% | +94.8% | +13.4% |
| All | -75.2% | -69.1% | -6.1% | -78.0% |
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