-25.1%
DPZ vs FLNC
-67.0%
+41.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.7% | -8.3% | -2.0% |
| 7D | -1.5% | +6.0% | -7.4% | -1.8% |
| 30D | -4.4% | -16.3% | +11.9% | -3.6% |
| 3M | +7.6% | -54.1% | +61.8% | +11.5% |
| 6M | -16.9% | -25.3% | +8.4% | -17.8% |
| YTD | -18.6% | -44.2% | +25.6% | -18.7% |
| 1Y | -26.7% | +53.1% | -79.8% | -33.4% |
| 3Y | -9.3% | -58.3% | +49.0% | -14.0% |
| All | -25.1% | -67.0% | +41.9% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling