-15.7%
DPZ vs FLNC
-77.2%
+61.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.8% | +8.2% | +1.4% |
| 7D | -2.5% | -7.1% | +4.6% | -2.4% |
| 30D | +12.5% | -30.2% | +42.7% | +12.6% |
| 3M | -5.2% | -64.1% | +58.9% | -5.2% |
| 6M | +8.8% | -77.7% | +86.5% | +8.8% |
| YTD | -18.7% | -76.1% | +57.4% | -18.9% |
| 1Y | -15.7% | -75.4% | +59.7% | -15.7% |
| All | -15.7% | -77.2% | +61.6% | -15.7% |
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 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