-23.2%
DPZ vs FLNC
-86.0%
+62.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.6% |
| 7D | +2.2% | -11.2% | +13.4% | +2.8% |
| 30D | +15.5% | -24.6% | +40.1% | +16.8% |
| 3M | -2.0% | -64.6% | +62.6% | +2.7% |
| 6M | +12.1% | -78.8% | +91.0% | +19.4% |
| YTD | -16.6% | -76.3% | +59.8% | -13.4% |
| 1Y | -14.6% | -71.2% | +56.6% | -12.8% |
| 3Y | -4.1% | -71.9% | +67.7% | -9.3% |
| 5Y | -28.3% | -87.5% | +59.2% | -32.7% |
| All | -23.2% | -86.0% | +62.8% | -28.1% |
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