-16.2%
DPZ vs FLNC
-75.3%
+59.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | 0.0% |
| 7D | +3.7% | +3.6% | 0.0% | +3.7% |
| 30D | +8.0% | -27.3% | +35.3% | +8.1% |
| 3M | -4.2% | -59.1% | +54.9% | -4.2% |
| 6M | +4.6% | -77.6% | +82.2% | +4.8% |
| YTD | -18.4% | -72.7% | +54.3% | -18.7% |
| All | -16.2% | -75.3% | +59.0% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling